Isolated locations are crucial in a horror story setting. For example, a cabin deep in the woods where no one can hear you scream. Graveyards are also typical. The thought of the dead beneath the ground and the cold, stone tombstones create a spooky atmosphere. And don't forget about abandoned asylums. The history of madness and suffering within their walls is really frightening.
Darkness is a key element. It hides the unknown and makes the mind imagine all sorts of terrors. Creaking floors or old, dilapidated buildings also add to the horror. The idea that the place is falling apart gives a sense of unease. And fog can be great too. It obscures vision and makes it seem like there could be something lurking just out of sight.