Today's Suspense Secret: suspense is increased through characters' decisions and the resulting consequences.
The main character of every story, no matter the genre, must have a goal he or she is trying to achieve or there is no story. I emphasize the word trying because that is the key to the suspense. Without effort, characters may have bad things happen to them, but if they simply defend against those obstacles, they appear dull and passive. Interesting characters, on the other hand, choose a path and deal with the tightening noose that follows. For example, if Pinocchio hadn't gone looking for his father, he wouldn't have been swallowed by the whale. And if Frodo, in the Lord of the Rings trilogy, hadn't decided to trust Spiegel instead of his best friend, he wouldn't have been lured into the spider's den.
Even worse, we, the audience, wouldn't have been on the edge of our seats, wondering how--or if--the character was going to get out of his peril.