Well, for one thing, the coin in the 'Scary Stories to Tell in the Dark' coin story is often associated with the unknown and the supernatural. It has the power to change the lives of those who come into contact with it in the most terrifying ways. It can bring about a change in the environment around the person, making it feel cold and hostile. There are also the unexplained events that start to occur, like things disappearing and then reappearing in strange places. The coin seems to have a mind of its own and is bent on causing fear and chaos, which is what makes it so scary.