Horror writing is hard, man, but oh so entertaining!
To me, horror is all about the mood. All tropes Diego mentioned are awesome and I'll agree with FedoraSpooky and say that, for me, Fridge Horror is the one that works best in writing.
I feel you have to start with the strengths of the media you're working in mind. Prose is not visual, it has no sound, so it's all on the imagination. I usually get more horrified at what's suggested rather than what is shown. I feel like that's horror writing's greatest power, suggestion.
You read a lot of CreepyPasta? It's, of course, of wildly varying quality, but there are some great ones that shine on this account. Three examples:
The other crux of horror in anything, to me, it's the offness in a common situation. It's those weird little things that shouldn't be there.
Have you read Haruki Murakami? It's not horror, it's magical realism mostly, but I always get a little spooky when reading him. The reason is because all of his novels and short stories have these little surreal touches that are just unexplainable and so horrible to think about it gets spooky. For example, in his ''Sputnik, Sweetheart'' novel, there's this character that one is being kind of stalked by this handsome man, but she's not interested. One day, she takes a ride in a Ferris wheel and the people of the park forget her. She gets stuck on the top of it, where she can see her hotel room. Through the window, she sees a double of herself on the room with the handsome man. They have, it seems, wild sex and she gets this sinking feeling watching the scene. Next morning, her hair is all white. Nothing can be explained.
What the actual fuck, you know? Spoooooky.
David Lynch (Twin Peaks, especially) is really good with these off elements inside common situations, but it's other media. Still, it might be nice to give it a look. Like this scene: