I went to amusement park on last Saturday.
I rided on a roller coaster that is very thrilled.
I kept screaming very much.
It was a lot of fun!
I want to go again. この表現は自然ですか？

Some of your sentences sound very good! A couple others were phrased incorrectly and some mistakes made with improper conjugation. Easy to improve :)

1. "I went to the/an amusement park last Saturday." another option is "last Saturday I went to the/an amusement park."
When we are expressing the time something happened, the words we choose change slightly. "I'm going on Saturday" vs "I went last Saturday" is future tense vs past tense.
2. "I rode the roller coaster. It was very thrilling!" Or "riding the roller coaster was very thrilling!"
The word "ride" conjugated to past tense is "rode." "Is" needs to be "was" when past tense.
3. "I was screaming so much! I couldn't stop." Or simply "I could not stop screaming." Sound more natural.

"It was a lot of fun! I want to go again." Both of these sentences sound perfect :)
Ps Sounds like a fun weekend!