Another really scary one could be 'My phone rang at 3 am. The caller ID said it was me.' It plays on the idea of the self being something other or unknown, and calls at that time are always spooky.
I think 'The clock stopped at midnight. Then I heard footsteps.' is quite scary. It gives this feeling of something ominous starting right at a spooky time.
I think 'I heard a child crying in the basement. But I live alone.' is quite terrifying. The idea of a crying child in a place where no child should be, especially when you live alone, plays on our fears of the unknown and the supernatural. It makes you wonder what could be down there, and the thought that it's not a normal, explainable situation is very frightening.
In some, it's the sudden appearance or disappearance. For example, 'She was walking in the empty hallway. A figure emerged from the wall and vanished.' The unexpected emergence and then quick vanishing is really scary.
The clock stopped ticking. Then I heard a slow, dragging sound coming from the attic.
In the story about the teddy bear, the scariest part is the sudden transformation of a cute and innocent teddy bear into something with human eyes. It's a complete subversion of the normal, comforting nature of a teddy bear.
The suddenness. For example, in 'I saw a shadow on the wall. It moved without a body.', the idea of a shadow moving on its own is very sudden and scary.
I saw a figure at the end of the hall. As I blinked, it vanished, leaving only a chill.
Story 1: I woke up to a cold hand on my face. When I turned on the light, no one was there.
One: I opened the closet, and all my clothes were gone. Instead, there was a girl whispering my name. It's frightening because the disappearance of normal things like clothes and the appearance of a whispering figure is very creepy. Two: The clock stopped at midnight. That's when I heard the footsteps outside my door. The stopped clock at midnight, a time often associated with the supernatural, and the subsequent footsteps add to the horror.
My phone rang in the middle of the night. It was my number calling me.