They work by leaving a lot to the imagination. Consider 'I found a diary in the old house. The last entry was written in my handwriting.' It makes the reader wonder how that could be possible, creating a sense of unease.
Try 'The wind whispered secrets that froze the blood in his veins as he entered the cursed cemetery.' It's short but effective, grabbing the reader's attention right away.
The old cemetery was silent. A man went there at midnight. He felt a chill in the air. Then he saw a ghostly figure floating above a grave. He ran away as fast as he could.