H.P. Lovecraft was an atheist who didn't believe in the supernatural, Thus, the stories and novels which centre around the Cthulhu Mythos and the Necromonicon
of the Mad Arab Abdul Alhazred represent his best work.
He was trying to scare people who didn't believe in the supernatural.
One of the most horrifying stories I have ever read in my life is the short story by William Faulkner, "A Rose for Emily".
It also has the most astonishing twist I've ever come across.