The contrast. For example, when you start with something normal like 'My neighbor always gives me strange looks' and then follow with 'Today I found out he was looking at the ghost behind me'. The normal - to - spooky shift makes it effective.
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.