There are a few things for me that are important.
First is the protagonist. The main protagonist must be someone players can identify with. To feel empathy and sympathy. It also makes the player want to keep the character alive. Daniel is good in most cases, but in order to make it better. I'd suggest a young female character.
The gamer audience is getting older, but most are young or can remember being young.
I don't want to come across as sexist, but a female character removes that whole "balls-of-steel", macho BS.
People expect young men, like Daniel, to be strong and brave. It's a society thing.
Increase the uncertainty by:
- Random Monster Spawns
- And just general Random events. There are a lot of great examples in this thread.
My third relates to my first somewhat. Self Mutilation.
I heard a lot of players found the part in Heavy Rain, where the character cuts his own finger off was incredibly uncomfortable. I found the part in Dead Space 2, where you have to stick a needle in Isaacs eye very uncomfortable as well.
If you can make the player properly identify with the character. Self mutilation scenes can be very effective.
Lastly, general weirdness.
Having imagery or sounds that are weird can greatly unnerve the player.
This type of thing has to seemingly have no logical basis.
Silent Hill series does this very effectively. The monsters are freaking weird.