One way is to set a spooky scene in the first sentence, like 'The graveyard was covered in fog at midnight.' Then, introduce a terrifying element in the second, such as 'Out of the fog, a pale hand reached for me.'
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.
Some two - sentence horror stories are truly spine - chilling. For example, 'I woke up to a noise in the kitchen. When I got there, all the knives were floating.' The simplicity of the setting and the unexpected, supernatural element make it effective. Another one could be 'She heard a baby crying in the attic. She doesn't have a baby.' It plays on our primal fears of the unknown and the unexpected in a very short space, creating a sense of unease and horror.
In a way, they can feel real because they touch on primal fears that we all have. But no, they're not based on actual happenings. They're just creative expressions to give you a quick scare.