So, that's the topic - What techniques can you use to generate the feeling of horror in a tabletop RPG?
My group just ended a
Night's Black Agents campaign (modern spy-thriller combined with vampire hunting), and it was one of the best horror games I'd ever played in. I've run a lot of horror games over the years, but your post really got me thinking about what makes a good horror game.
Make good use of the uknown. In the NBA campaign, we, the players, only had a vague idea of what the vampires and their thralls were capable of which added a layer of tension to every encounter we had. There was a level of paranoia because we never knew if someone was regular person or a vampire thrall. And since we were never quite 100% about the nature of the threat or how to neutralize it really kept us on our toes. Ideally, the PCs should never go against the supernatural and think to themselves, "Oh, yeah, we got this in the bag!"
Make the world a place worth caring about. I find the best way to do this is to make sure there are NPCs the players can depend on, sometimes even when they least suspect it. Maybe the PCs call the police because there's a supernatural threat and instead of arresting them for wasting his time he actually helps in some way? Maybe someone they helped in the past likes to return the favor on occasion by providing them with something valuable like a safe place to stay out the country. If the PCs care about the NPCs around them it can heighten the tension when they're threatened.
Don't be afraid to make the PCs powerless at times. We were playing
Esoterrorist and our characters failed to discover the secret to defeating a supernatural threat in a timely manner. Because we were late in discovering the weakness, we had to sit there and wait for five random people to be murdered before the entity was vulnerable again and we were able to take care of it. That was a sobering session and the GM reminded us, "This is a horror game, after all."
Make sure you get players to buy into the fact that they're playing a horror game. I once ran a Call of Cthulhu campaign where PCs did everything they could to avoid intestigating supernatural threats. Their PCs refused to read any spooky books our journals and they were extremely adverse to risk going so far as to contemplate burning down a house instead of doing any investigation to uncover the nature of the threat. This is no fun. This isn't really a technique, but it's important everyone is on the same page about what you're expected to do.
Old Gods looks like it's going to be a fun game and I really hope you enjoy your campaign.