I woke up to find a cold hand on my shoulder, but I live alone. Every night since then, I feel that same touch. It seems like something is lurking in the darkness of my room, just waiting for the right moment to fully reveal itself. I'm constantly on edge, jumping at every little noise, fearing that it might be the thing that touched me getting closer.
These short horror stories work by leaving a lot to the imagination. For example, 'The door creaked open. A figure stood in the doorway, its face hidden.' It makes you wonder who or what that figure is, and your mind starts to fill in the blanks with all kinds of scary possibilities. This engages your fear response immediately.