The nature of the supernatural entity
The supernatural entity in horror works best when its nature is specific and internally consistent rather than generically monstrous. What is it? Where does it come from? What does it want, or does it want anything in a human sense? What are its genuine constraints? How does it relate to human understanding? The entity that has been thought through on these dimensions feels like something that has its own existence prior to and independent of the story, which makes it more frightening than the entity that has been designed to produce a specific number of scares. The specific mythology of your supernatural threat should feel discovered rather than invented: the reader should believe that the rules the protagonist uncovers about the entity are genuine features of what it is rather than plot devices.