The cover of the book is pretty unnerving once you look at it twice and notice just how creepy Emily looks.
Emily describing the story of how she died: being chased through the woods by an insane maniac who'd just murdered her parents after they let him stay for shelter. She then falls down the well and is never found, so the man leaves her to die slowly of dehydration. The fact that the story wasn't actually true doesn't mitigate the creepiness.
When the true story of her death is revisited, it's even more disturbing. It's shown with two wordless pages of illustrations: Emily stares at her crush and his girlfriend embracing through the window before barring the door of their house and burning it down with them inside, and is then chased into the well by an angry mob with Torches and Pitchforks. The entire time she does it, she has a Death Glare with tears pouring down her face.
Additionally, Emily's picture in the newspaper right before then is somewhat terrifying. Maybe it's just because it's the first time she's seen with pupils, or just as a normal person, but the dark circles and murderous expression kind of just hits you.
Before Anya's mom sprains her ankle, we're treated to a charming little scene where Emily lurks in the kitchen while Anya's mom cooks dinner...and Anya realizes Emily's put rat poison in their food. Anya only just barely manages to prevent her family from eating it by flinging the whole thing on the ground.
And then there's just how Anya's mom sprains her ankle: Emily moved some of Sasha's marbles and put them on the stairs. As Anya herself points out, they are very, very lucky that a sprained ankle is all she got.
Looking from Anya's mom's perspective, the idea your children are Alone with the Psycho and you don't know about it or any of what happens is pretty damn terrifying.
Emily. hovering over Sasha's bed, whispering to him with him hunched under the covers crying. He has no idea what's going on, only that a ghost is threatening him.
The final chase scene with Emily. She becomes increasingly monstrous as Anya runs from her and towards the well, and by the time Anya gets to the well, is a gigantic sharp-tooth monster of a girl looking ready to tear Anya to pieces. She even tries to phase push through Anya to push her back down the well. Shortly after her finger bone is thrown into the well, too, Emily climbs back up while possessing her own bones.
On a more mundane level, the idea that you could meet someone, become fast friends, and seem to have someone who's got your back... only to find out they lied to you about everything, they're out to control and manipulate you, and now you've got a psychopath who is very angry with you and not only knows where you live, but knows exactly how to push all your buttons...
Anya falling down the well itself is fairly scary - since she spent what was later revealed to be two days in the well, which was two days her mother had no idea where she was. It's also been open for 90 years and wasn't found.
