This issue, which is very closely associated with plot, is called suspense.
Suspense is when your eyes are nailed to the screen. It’s when you’re coming out of your seat. It’s when you cannot stop turning pages, and you’re grinding your teeth without knowing it.
To create suspense, you first of all must create characters who are convincing, and you must do so by means of a convincing situation.
The Situation is the essence of your story’s conflict:
He loves her who loves another, but she must marry him nevertheless in order to save the man she truly loves.
That is a situation.
If you have convincing characters and a sufficiently complex situation, suspense can be built by then letting readers glimpse your overall purpose.
I emphasize glimpse here because you mustn’t ever completely give away your whole purpose, which is like giving away an ending, and yet also you must not hold back too much, or your story will seem like (or perhaps actually be) a haphazard collection of random events.
A storyteller must strike a balance: too much information will kill suspense. Too little information will create boredom.
Little by little, let your readers in (a little) on what you’re doing. If your characters are good and if your storyline is interesting, you’ll then — and only then — have those readers hooked.
Parcel out your information piece-by-piece, in such a way that your readers will feel a sense of anticipation over what happens next.
Think of the last time a book or movie had you riveted. Analyze how that came about. You’ll see that the reason you felt this way is that through capable plotting — which is to say, a complicated situation — the storyteller created characters whom you cared about and that storyteller let you in little-by-little on her purpose.
The storyteller fed you information at just the right pace to keep you eating out the palm of her hand.
A professional writer I once knew told me that every story he writes, he begins not with a plot-line (too vague, he said) but with what he called “a line of anticipation.” By that he meant he came up with a line of events that would make people nervous.
Reader, make your readers nervous.
If you can make readers nervous, you can write a successful story.