Imagine one of those new moon winter nights. You just came home from a mining trip and are about to go to bed. You look out of your window and briefly, in the plains beyond your home, you can see a pair of eyes in the darkness, staring at you. Imagine building a basement and suddenly being unsure whether you just heard another pair of footsteps. You search around and find nothing. Imagine prospecting deep underground when a faint whisper echoes out of the darkness.
I think the game is already very atmospheric and can be quite creepy, especially in underground ruins. However, as you become more familiar with the game and begin to tame the world, that fear fades. "I don't need armor for the caves, I can just sprint past those drifters."
Events like I've described should be extremely rare and only happen once a couple of years if ever. They need to be this rare in order to feel special and truly catch someone off guard, not just like they're part of the game. But if they happen, they are likely to stick with a player for a long time.
Edit: One thing I forgot to mention is that things like these usually cause a lot of speculation and intrigue in the community. So it could also increase interest in the game.
