Duel is not a horror movie. It's also not exactly Spielberg's first move.
Spielberg's first movie was Amblin' (1968), a short after which his production company Amblin Entertainment is named.
Spielberg's Duel (1971) was a made-for-TV movie that had a theatrical release with a few minutes added to make the running time long enough for a feature movie.
In 1971 Spielberg also directed the Columbo episode Murder by the the Book with the Jack Cassidy as a murderous novelist.
Spielberg's first proper feature movie was The Sugarland Express (1974).
Jaws came out in 1975 and that movie is still great.