According to the quote on the front of this book of short stories, Donna Tartt thought they were 'terrifying'. I'm not sure I agree. None of them would have stopped me sleeping, but most of them were creepy with a satisfying and unexpected twist at the end. These are the ones that worked best for me; those that started with a fairly ordinary person, doing a fairly ordinary thing. The girl who runs away from home (Louisa, Please Come Home), the man who buys chocolates for his wife (Paranoia), the husband who seems to think his wife is having an affair (The Good Wife). The ones which worked less well were those where Jackson sets out for the story to be spooky from the very beginning: The Story we Used to Tell, or The Man in the Woods.
But if you like these, the thing you should really read of Jackson's is We Have Always Lived in the Castle.