The reader should want to know what happens next. The drive of curiosity is one of the main factors in what keeps those pages turning. But anxiety is a more powerful emotion than curiosity.
If I said I was curious to know the results of my blood test, that would be different to if I said I was anxious to know the results of my blood test. And that anxiety is what keeps me sat by the phone waiting for the call (I’m fine, all tests came back negative).
That’s not to say you should always go for anxiety over curiosity, it’s depends on specific context and intention, but it should be a deliberate choice and you can only make that if you understand what it is your choosing between, and how to achieve each.
The main difference between the two is this: with anxiety you have to be aware of a possible bad outcome.
If someone knocks on the door you might be curious to know who it is. If the knock comes moments after you hear on the news the psycho killer who tried to kill you has escaped from prison, you might feel a little anxious.
Now, you may be a paranoid sort who feels anxious under any circumstance, always fearing the worst, and certainly we all know people of that sort, and it would be perfectly reasonable to have a character who reacts like that if you're writing towards the melodramatic, but for the purposes of this post let’s put that small subset to one side.
In order to feel anxiety you have to fear the possibility of something bad happening. In order to do that you have to be aware that it is a possibility, you have to make sure the reader has that information. In some cases the information is generic and already known. You hear a scrabbling under the floorboards and immediately start worrying you have mice. You don’t need to be told that there is a possibility mice can get into a house, that’s generally known. But info like that will have a less dramatic effect on the reader because it is so well known.
A storm coming may carry the threat of destroying your home; a storm coming when you had just told your wife on the phone that you had completed the repairs on the roof like you promised but in fact you hadn’t will make the anxiety more palpable. Highlighting to the reader what the potential calamity might be, and making them character-specific details, will always ratchet up the pressure.
Sometimes you can word it in a way that makes it appear like it’s not the bad thing that’s making you anxious. My exam results arrive and I’m anxious about having got the grades I need. But what that feeling in my stomach really is about, is the dread that I haven’t.
So, in order to tighten that knot in the reader’s stomach (should that be a goal of yours) you need to reveal to the reader what can go wrong and then allow the opportunity where it very well might. It may not happen at all, in fact building up the tension and then making it come true immediately is inadvisable if you want to get the maximum juice out of it, but making sure the reader is aware of what the character DOESN’T want to happen and why (if it isn't obvious) is key to turning the reader’s curiosity into anxiety.
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