Advice for a Horror/Fantasy writer?

Shapeshifters, skin walkers, Coyote Trickster, and the wendigo come to mind.

Google American Indian myths and you'll find various general and tribal specific stories from which to get ideas. :}

Buckle down and read a few Westerns and do some good research for the rest. Maybe take a look at some of Tony Hillerman's Jim Chee/Joe Leaphorn mysteries.

Good luck.

Focus on the legends and ways of a specific tribe and not the generalized "Native American mysticism" many like to push these days. Each tribe, and even factions of a single ethnic/cultural grouping (like the many sub-groups of Apache, for one example), has its own unique structures, taboos, and beliefs.

After that, sample some existing Western writing and see what it's like. It's a pretty wide field really, so you'll have lots to choose from.