One of the things that makes Slender such a terrifying experience is the element of uncertainty. The underlying system is dynamic and non-linear, so experiences can play out differently depending on how you explore and you can never truly be sure where or when the Slender Man will appear next.
The forest you inexplicably find yourself in is repetitive and dense, which would make it impossible to navigate if it weren't for the odd landmarks dotted around... An abandoned truck here, a concealed shower block there... Your eyes begin to play tricks on you in the monotony and you can easily end up going round in circles if you're not careful.
But perhaps the most frightening mystery in the game is the very nature of the Slender Man himself, particularly his unpredictable way of moving. In what is perhaps Slender's most clever trick, the eldritch antagonist remains perfectly motionless when you are looking at him and only moves when you turn away. This would be fine, if it weren't for the fact that LOOKING AT HIM FOR TOO LONG KILLS YOU. You are forced to look away and therefore allow him to come closer, and the resulting effect is that you are never fully sure how fast he moves, or even how he moves at all. Aside from being a clever method for reducing the game's animation requirements to zero, this put me at such a frightening level of panic that I quit after a single game.
It also turns the game's villain into a kind of horrific, humanoid ninja cat.