Well it depends on the types of horror you'd like to create
If you want to create a psychological thriller-type of horror, try to tap into what people fear most deep down inside of them.
Not clowns, or heights, or sharks, but what would happen if you felt as if you were being watched and it turned you insane!
Other horror/fear could be manifested in the design of your characters.
Give them unsettling features like huge eyes and tiny pupils, sharp teeth, unnatural face or body proportions
Or simply do the classic horror with unnexpected action and killing!
There is so much to choose from.
In order to make your anime like "Another," you need to have the element of the "unknown." Create an entity, a phenomemnon, or event that is unexpected and still trying to be discovered or explained. Additionally, there is gore and very very detailed descriptions and depictions of deaths.