I think that it's all about lighting and sound design. No one has ever been afraid of the light, it always the dark
Darkness = scary, or at least, weariness. So in essence... darker nights, darker dungeons, dramatic musical score (not high tempo, just... dripping with tenseness), perhaps a distant sound that make the hair on the back of your neck stand up. Sound design plays as big a roll as the visual in setting the tone.
But yes, yes, I want to be afraid to go places