Tension
Several elements must be present in a story to effectively create tension:
First, something needs to be restricted: the character's knowledge (e.g. who is the killer, where my stalker, what made that sound in the brush, etc.), the amount of time to complete a task (e.g. this task has always taken me ten minutes, but now I only have 4 minutes!), freedom of movement (e.g. the killer is on this island, but there is no way off!), etc.
Second, a character needs to be realistically worried. If the characters aren't concerned or the concerns don't seem valid, then the reader will see no need to worry for them. If a character isn't concerned and the danger does hit, then, at the very least, the reader will think the character a fool for knowing there was danger and not taking any precautions.
The reader will probably be angry at the author if she implies that the reader doesn't need to worry and then kills a character they care about off.
Third, the reader needs to care about what happens to the character. If the reader doesn't like the character, then they might actually feel pleasure rather than fear when the character is in danger.
Tension also needs to build over several sentences, if not longer. If the twig snaps in one sentence and the deer dashes past in the next, then the reader barely has time to register he should be concerned by the time he realizes there was no real danger. The further ahead of time you can foreshadow danger and steadily build the worry, the greater the payoff when the danger does happen. Don't spend a lot of time foreshadowing a danger that isn't real, though.
For example, a woman gets in a car with a male friend, apologizes for the wet umbrella, and comments on the bad storm. There is dialogue between the two, some of it establishing that the man thinks the woman rather timid. Then the car skids a bit on a turn. The woman suggests putting the trip off, but the driver is confident of his car and his driving ability and wants to get this trip done. An argument happens about something else, and perhaps woman is so frightened of the storm that she swears never to let the driver take her anywhere again. Then they come to an old wooden bridge. The brown, fast-flowing water is swirling around the bridge supports only a foot below the surface of the bridge...
The reader will feel cheated if these two drive over the bridge without a problem and arrive without further trouble at their destination. If the car stalls on the bridge, the bridge shakes, but they just manage to get off the bridge safely, the pay-off will be there since the danger was realized. It also works if the bridge collapses while they're on it or right before they edge out onto it.
Also note that the scene wouldn't be nearly as tense if the storm had been mentioned only once, the characters had a pleasant discussion with no concern for the weather, and then suddenly the two were faced with the dangerous bridge.
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