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The first, and most common, way of creating tension is the nearlythere. That's where you take something very ordinary, and change just the littlest bit. That exploits the players' familiarity, and can work quite well. Another trick if you can do it well is to exploit that familiarity further and not fill in that missing detail until later, playing it as the characters having overlooked it. If you can do that well, it works wonders, making their acceptance of something comfortable even more disturbing. Something like an ordinary beach, plain sand, plain water, buckets, pails, dead fish every so often, and a little seaweed. All rather ordinary, save that the waves are rushing outwards from the sand. Be subtle here, though. Doing this hamfistedly will just annoy your players, kill the mood, and destroy the tension you so painstakingly built up.
Next comes the opposite, or the things that are just wrong, except for one small detail. Focus more on the one small detail than the wrongs. This is more effective once tension has built up, and the players are more willing to accept the strange.
Then comes the outright wrong, where there are no redeeming or familiarising features to a thing. This only works once tension has mounted considerably and the players accept these things without thinking. Because these depend on their alien-ness, use them as sparingly as possible. They make good cores for horror set-pieces.
Finally, there's the absolutely normal. Only working once the tension has driven your players paranoid, this is something that appears completely normal because it is. Once you've been encountering the horrific and ineffable for hours at a time, something completely normal represents a drastic shift in the rules. You can, if you're good, achieve more fear from something utterly normal than something ostensibly terrifying.