The fear of the unknown will always be the foundation, but what hooks me lately is the violation of self, the body turning against you or being invaded. That's why stories about possession or parasitic entities stick. 'The Troop' by Nick Cutter isn't strictly supernatural, but that body horror vibe? It's a direct line to a primal terror.
Supernatural fiction lets that fear breathe without the constraints of realism. You can have a ghost that isn't just a spooky image, but a manifestation of a character's own buried trauma literally consuming them from the inside out. It's less about the jump scare and more about the slow, irrevocable loss of control over your own mind and flesh.
I find cosmic horror taps into a different, more exhausting dread—the fear of meaninglessness. That one lingers long after the book is closed, a cold kind of resonance.