I’ve seen horror movies. I’m perfectly well aware of what usually happens to the one who goes alone.
The important thing is awareness. First, know your genres. Make the determination that you’re in a horror movie, and do it early. The more quickly you do so, the more likely you are to be the one left standing at the end. In my situation, I pop into existence surrounded by a shark and encumbered by a rabbit whom I can’t eat, so I think "horror" is a foregone conclusion, hmmm?
Yes, yes, I hear those of you suggesting "buddy comedy," but I hardly think so. Though the shark has been tending toward slapstick already...nevertheless, no.
Secondly, know who you are. Character traits you want to avoid: sexual precociousness, arrogance, "coolness" in all its forms, a vogue for sports of any nature. Try not to be too humorous or plucky, either - the comic relief sidekick might go either way: standing with the protagonist at the end, or killed off last to show them how serious everything has become.
Nothing I can do about the "cool" factor - I’m a cat, it comes with the territory. I’ll just roll with that (or "role" with that - oh, that was terrible) into the position of "audience favorite" and enjoy the plot armor that affords all the way to the end credits.
I wonder which of the others will be first for the chop?