Mystery is always a good way to intimidate players. If they know or think they know what they are dealing with there is a good chance they will convince themselves they can take it (even if they can't). Mystery also plays into it when they don't know what they are. Are they really just regular guys or are they about to find out their wizards or be bitten by a vampire? They're more invested to stay alive if they think they are about to become bad ass.