I think the trick to introducing true suspense in a game is threefold:

Player buy-in is probably the most important part. If you want to run a game that relies on misinformation, lies, deception, and incomplete knowledge, the players should be settled on that ahead of time. Some games aren’t really made for mystery or thriller type games, so players might expect that they can ask questions and roll dice until they get a full picture. Telling them upfront that you will leave things hanging a lot, fade out of scenes right after a shocking discovery without a chance for them to interact with until they exhaust their options, that’s a crucial step to make true suspense feel cinematic and grounded.

Which brings me to second important part: leave things hanging. Suspense is built on not having all the answers, on leaving gaps. On pieces of information that don’t fully line up. Even dice rolls shouldn’t always yield all the answers, with the exceptions of whatever version of critical rolls the game provides–those should lead to breakthroughs. True information, dramatic reveals.

And that’s the third part, then. Some clues must just be given. They must be complete, true, and sensible. You can’t gate all information behind skill checks and luck. If a character would be able to learn something useful based on their background, learned skills, or other factors, just give it to them. No roll. No random luck. Don’t even wait for them to ask a question. Just make them feel smart for having chosen certain aspects of their character that now give them unique insights.

These three parts: Buy-in, Obfuscation, Revelation, are the key to good suspense. Juggling these, finding the balance between the lies and the truths, that’s a bit of a vibe. My advice would be to keep things short, unfinished, when you’re unsure whether characters should figure something out or not. Rely on dice in that case. Or be upfront without circling the subject too much, in a case where their characters should know something. Remind them. Help them.

Part of the buy-in is also player trust. If they have good ideas as they talk through their findings–in or out of character–join in the conversation. Reassure them of things that they know for sure are true, closing some of the distance between the facts of the story and what players might understand. Likewise, remind them of the uncertain elements, tease them a little. Make up some possibilities their characters might guess based on the same character aspects as giving them facts. Lead them down some train of thoughts. Manipulate them, even. And, of course, never confirm or deny anything that their characters can’t fully know–create contrast between the facts and the speculation.