The setting plays a big role. A dark and isolated place like an old attic or a spooky forest cabin where someone is trying to sleep can be really scary. Also, the use of the senses. If in the story, the sleeping person can smell something rotten or feel a cold breeze that shouldn't be there, it heightens the fear. And unexpected events, like suddenly seeing a face in the window when you wake up in the middle of the night.
Elements that make a dark sleep scary story include the fear of the unseen. When we sleep, we are vulnerable, and if there are things lurking in the darkness just out of sight, it's terrifying. The presence of malevolent forces, whether it's a demonic entity or an evil spirit, also makes it scary. And the feeling of being alone in a situation where there is danger, like being the only one awake in a haunted house while everyone else is asleep.