Typically, a sense of unease or mystery. Maybe introduce a strange setting like an old, creaking mansion on a stormy night. Also, a character with a hint of fear or a strange encounter could be there.
On the first page of a horror novel, it's important to set the mood. You can use words that evoke a sense of dread, such as 'gloom' or 'ominous'. It could start with a character's strange experience, like seeing a shadow that moves in an impossible way. This hooks the reader because it makes them wonder what is going on. There might also be a description of a spooky location, like an abandoned asylum with peeling paint and broken windows. This helps to build the horror environment from the very start.
Well, it should start with creating an atmosphere. Dark and foreboding descriptions are good. For example, you could describe the cold wind that seems to carry a whisper of something unknown. And it might introduce a character who is in an unusual situation, like being alone in a desolate forest at dusk. This makes the reader immediately curious and a bit on edge.