(Partial spoilers for the prologue of OMORI.)
OMORI's prologue gives just enough information to fear. It starts with the intro sequence. "WHITESPACE" continues that. Then there's the bits you meet with in the magical world. All seems fine for a while, but then it gets creepy again. Everything looks like it's going to fit together, but we don't know exactly how yet. That's where the tension comes from.
The intro sequence is dark and incomplete. We see Omori on his knees, crying. Text card spell out: "DON'T WORRY... EVERYTHING IS GOING TO BE OKAY..." Another similar shot of Omori. Then: "NO MATTER WHAT HAPPENS... PROMISE ME THAT WE'LL ALWAYS BE THERE FOR EACH OTHER..." The next shot looks like a side view of Omori and another person comforting him in front of a door with light spilling through the bottom crack. We don't know who this is yet, and there are no facial features, but it looks like Basil, who we'll meet later. A final text card spells out: "PROMISE ME..."
WHITESPACE is black and white and bare. There are just five objects, a cat, and a floor (suggested by an outline), all surrounded by white void. There's a laptop full of single-sentence diary entries, mostly duplicates of the same two or three messages, things like: "I stayed in WHITESPACE today." There's a sketchbook full of odd and unsettling scenes with random splashes of red that might be blood—including a bathtub full of red. That red is the only color we'll see in all of WHITESPACE. There's a box of tissues. There's a bare blackened lightbulb that seems to hold an endless abyss. Lurking in the back is the door, a door which closely resembles the one from the intro sequence. You can't open it yet. The cat is friendly enough, if sleepy. There are no walls, despite the floor's outline. Ghostly hands patrol the perimeter, sending you back to the floor if caught. Even if you evade them, there's no escape: You end up back at the main floor whatever direction you run. After examining the five objects, a new one appears — a bloody knife out in the void. That knife is your way out of WHITESPACE.
Outside WHITESPACE, the world seems colorful, even cheerful. Still, off notes hang in the air. The background music is distorted as if recorded to a damaged tape and then played back. Omori remains dour among his colorful friends, the only black-and-white character on screen. If you explore the side paths where you're not yet supposed to go, you see ominous black ghosts that vanish with an odd sound when approached.
For a while after, though, things are normal. Omori often fades into the background even with his friends, but things become mostly silly. There's a picnic and a photo album of happy moments and a playground. There's a silly plotline involving a game of hide-and-seek where Basil is abducted by a rhino creature named Boss. There is a lot of dialog and little sidetracks to get into and goofy plant creatures to fight.
Then the creepy things come back after Basil leads you back to his house. As you're all looking at the photo album, Basil is consumed by a black ghost similar to the apparitions from earlier in the game, and there is (I think) another cutscene. You're next trapped in WHITESPACE, and the only way to escape is to use the knife — but whereas last time Omori had to open the door with it, this time Omori must stab himself in the chest. This is how we enter the overworld.
The overworld establishes a bit more structure than we've seen so far. We play a new character who looks an awful lot like Omori. This character is nameable, and the default name is Sunny, so I'll use that. He's got a message on his answering machine — his mom seems to be out of town and they are packed up and planning to move soon. She suggests (if I recall correctly) that Sunny go and visit Kel – a familiar name from the magical world — saying Kel is upset over something that happened recently. What is Kel upset about? Is it the move, or something darker that inspired them to move? We don't know yet, but this line gives us two bits of structure: Kel exists in the overworld, and he is upset over something that happened recently. The house has two bedrooms. One is Sunny's and the other seems to be his mother's. In the magical world, Omori had a kind older sister, Mari, but there seems to be no bedroom for her here. Once again various creepy shit happens. We see the knife again.
All this creepy stuff looks like it's going to fit together. We know OMORI is sad (depressed?) and isolated and has a bloody knife and creepy sketchbooks. The knife has come back three times now, so it has to be important. We know there was this promise made about staying together, probably between Basil and Omori. We know there are these creepy ghosts and these weird undertones and then Basil disappears. We see that WHITESPACE and the magical world don't run on real-world physics. Instead, they seem to be a nightmare and a dream representing two different retreats from the overworld: "Everything is fucked up," and "nothing is fucked up." And we are starting to see what might have happened: Maybe Mari died and Sunny has disconnected into these worlds to escape that reality. That could explain why Kel is upset — in the magical world, she seems to treat Kel and his sister like siblings or children. It could explain why the family is leaving town — they fear they'll drown in grief and memories. It's clear these pieces come from the same puzzle, but it's unclear how they fit together yet.
That's what builds the tension. We know something's screwed up about this kid Sunny's life, about Omori's life, but we don't know yet exactly what it is or how he's wrapped up in it. We're free to imagine. We're free to fear.