The use of suspense. The stories build up tension until you're on the edge of your seat waiting for something bad to happen. For instance, a story might start with a normal day in someone's life and then slowly introduce strange events like objects moving on their own. This gradual build - up is what makes it so scary.
It's hard to say which specific stories Mr. Nightmare read. It could vary depending on his interests and the availability of content. You might find clues in related fan discussions or reviews.
One true scary paranormal story is about a haunted house. A family moved in and every night they heard strange noises like footsteps in the empty hallway. They also saw a shadowy figure in the corner of their bedroom at times. Eventually, they couldn't take it anymore and moved out.
One interesting story could be about a haunted Christmas tree. It might have a spirit trapped inside that causes strange things to happen, like the ornaments moving on their own at midnight.
One scary short story is about a woman who wakes up in the middle of the night and sees a shadowy figure at the foot of her bed. It doesn't move but just stands there, staring at her. She tries to scream but no sound comes out. As she closes her eyes in fear and opens them again, the figure is gone, but she can still feel its presence in the room.