The Storyteller must also pay attention to the flow of information in a horror game as there's generally at least some form of investigation. If you err on the side of caution in giving out information, your players may feel like investigation is akin to pulling teeth. Others play too fast and loose and the investigation might as well boil down to rolling a dice and waiting for the inevitable information dump.
Too much information can also be terrible for tension because it may mean that the mysterious monster is quickly found out to be a Rahu Storm Lord who is obeying a promise made to a spirit. Shining a light on a monster weakens its fear factor - especially if the players know anything else about it that they might be able to piece together. Ask yourself whether certain information needs to be known and if, yes, you want them to know just what they were facing and why it did what it did, give the information piecemeal so that there's growing dread as player's suspicions start whirring into gear.
So, other than that, what other tips can I give you?
Well, always give them something for their successes - especially if they get an exceptional success, roll a natural 20, or get 01 on a percentile dice. Even if there’s not ‘meant’ to be anything there … could there be? Or could that successful roll at least point them back in the right direction? If a player rolls an exceptional success, you’re better off rewarding them and seeing their eyes light up than making them wish they could save that die roll for combat.
The same goes for when they come up with a really clever avenue of investigation. Sure, the neighbours weren't meant to know anything, but players learn by experience and are more likely to retry tactics that worked before - and ignore tactics that didn't. If you want them to ever try talking to the neighbours again, see if there might be even the smallest hint of something there. Or at least make it so entertaining and interesting in its own right that it builds up immersion and makes the players care about the neighbour. You know your players and how to reward cleverness.
Generally speaking, each piece of information given should suggest another avenue of investigation as well as provide a clue to The Answer. Provide more clues and more avenues of investigation than are strictly necessary in case the players don’t make the connections to begin with. If they seem stuck, allow them to roll your game's equivalent of an Idea Roll and point out a few other avenues of investigation they haven't tried yet that might provide some insight. All of these avenues don't have to amount to anything. Just give them the options.
Never tell them The Answer but do ensure they can follow the clue trail to the Resolution. If they resolve the plot without figuring out the answer, so much the better. Horror doesn’t generally wrap itself up in a bow and a problem that the players didn't manage to fully understand is one that'll stick in their heads longer. Don't overdo it, though. If they do figure it out, don't always change the answer on them.
Resist the urge to explain! If they come up with the wrong interpretation or end the plot without learning what happened and then beg you for the answer, simply smile sagely and say they’ll have the opportunity to find out later. Perhaps give them that opportunity … but never make it easy on them.
Keep the horror mysterious and otherworldly, but do play fair, if they’ve almost solved it, then let them solve it! Not every session needs a lack of closure.
Restrict the players to knowing only what their character knows – find a way to make the obvious seem surreal. Make them doubt if it were a werewolf or something else. Use written notes and take players aside and speak to them privately to inform them of things that only they notice. Making characters actually speak to one another to share information plays an important role in this as 9 times out of 10 they'll explain the information incorrectly and a game of Chinese Whispers will begin.
Also, avoid giving a full description of the monster early on in the game. It's far more frightening when they glimpse glowing eyes in the darkness or something vaguely humanoid dissolving into a puddle in a rear view mirror. Let them see what it can do, sure. Perhaps have that werewolf rush out onto the road and knock the car on its side, but don't describe it as a werewolf. Mention hair and massive shoulders. That's probably all they'll manage to take in, anyway.
It's a tricky balance in a horror game when it comes to giving out information and in the end it comes down to pacing. Give them enough information to stay engaged and keep interested. If they start looking bored or frustrated, give them another clue or even a sighting, but try to pace it out and lure them into their own understanding of the threats that stand before them.