Well guys, following previous recommendations here I was able to build a Horror Themed Savage Worlds campaign that has made my players excited. However they're still getting used to the style, as well as I am. As a very helpful user said, in order for them to hurt the major evils of the adventures they have to find their Form (physical appareance, name), Truth (How the creature came to be) and Reason (What the creature wants to), so they have to do research, kill lesser creatures, and run away from the big baddie of the adventure as they seek what it is.
Well, these are my problems:
How can I make them use skills significantly?
I'm used to railroading my players, even with mysteries, and I don't know how tu put their skills for significant use. An example is, they usually require Streetwise or Investigation to gather clues and such, however, I wonder what to do if they fail the roll... If they fail they're not supposed to find anything, so chances they never finish the adventure are well, high, that and I have no idea how to give them adittional, interesting ways for them to find the truth.