First sentence: I woke up in the middle of the night to a cold draft. Second sentence: As I reached for my blanket, a hand colder than ice grabbed my wrist from under the bed.
One opening sentence could be 'In the dead of night, a strange scratching sound came from the attic.' A possible complete story: In the dead of night, a strange scratching sound came from the attic. I lived alone in that old house. Ignoring it at first, I tried to go back to sleep. But the scratching grew louder. I slowly made my way up the creaky stairs. When I opened the attic door, a pair of glowing eyes stared at me from the darkness. I quickly turned on the light, but there was nothing there. As I turned to leave, a cold hand grabbed my shoulder. I screamed but no one could hear me in that isolated place.
Well, if the opening sentence is something like 'A cold wind blew through the empty corridor.' First, think about what could be causing that cold wind. Maybe it's a ghostly presence. Then build on the setting, describe the corridor in more detail, like the peeling wallpaper and the flickering lights. Add in some sounds, like the echo of footsteps that aren't yours. And gradually introduce a threat, such as a shadowy figure that starts to appear at the end of the corridor.
I woke up in the middle of the night. My eyes deceive as I saw a little girl by my bed, but she wasn't there when I blinked, yet I could still hear her giggle.
The brevity. It gives just enough to let your imagination run wild. For example, 'I saw a figure in the corner. It vanished when I blinked.' You immediately start picturing all kinds of terrifying things about that figure.
Suddenly, a hand reached out from the darkness. I closed my eyes, waiting for the worst. But when I opened them again, I was in my own bed, safe and sound. It was as if the horror had been a cruel joke played by my overactive imagination.