The Turn of the Screw uses a frame narrative to build anticipation and suspense at the very outset of the novella. The book initially opens with a group of friends sitting around a fire on Christmas Eve and swapping ghost stories. After a particularly chilling story about a ghost visiting a child, the narrator watches as Douglas prepares to tell his story. However, Douglas doesn't tell his story right away—he builds suspense by insisting that he has to send for the manuscript that he copied from the woman who told it to him originally, meaning that the listeners have to wait two days to hear the story in full. All they know, at first, is that it's a ghost story involving two children.
The frame story allows Henry James to establish right from the beginning of the novella that this is a ghost story. This is important because it puts readers in a certain frame of mind, encouraging them to almost take it for granted that the figures the governess eventually sees are ghosts. When, by the end of the narrative, it's no longer clear if the ghosts are really there or if the governess is psychologically unwell, readers feel especially disconcerted because the frame story set them up to take the governess's claims at face value.
It's also worth noting that the novella only really contains half of a frame narrative—that is, the narrative never returns to the frame, instead ending with the chilling last words of the governess's manuscript. This open-ended conclusion adds to the unsettling nature of the entire tale.
