"The Castle of Otranto" by Walpole is considered to be the first Gothic novel. It set the blueprint for all Gothic fiction that came after it, in its premise that the external world should mirror the tormented inner lives of its characters. Emily Bronte built on this with the desolate moors of "Wuthering Heights". The setting for a Gothic tale should be bleak and oppressive, such as a ruined castle or sinister and remote village. The setting should also contain hidden spaces and secrets.
The typical Gothic story features a wealthy and solitary male, a man who represses his emotions and hides a disturbing secret. The lead is usually a young woman who comes into the household to work, either as a nanny or maid. She will unravel the twisted plot and struggle against her moral compass in uncovering the mystery. There should also be a cast of supporting characters, such as suspicious butlers and, of course, the maniac trapped in the attic.
A tale would not be Gothic if it did not feature some supernatural action. A vengeful ghost can haunt the serpentine hallways and rattle the heroine's bedroom door. Paintings can come alive and rusted suits of armor creak into life. With a Gothic tale, your imagination can come alive and there is no limit to your fervid imaginings. To really grip the reader, the ghostly aspect should be unexplained and the story should leave plenty of loose ends.
To get your imagination going, there are plenty of books and films that live up to the Gothic ideal. "Jane Eyre" by Charlotte Bronte is a good place to start, as is "The Turn of the Screw" by Henry James. Film-wise, cult 1940s classic "I Walked with a Zombie" is a great Gothic yarn transported to the Caribbean. Modern stories include "The Woman in Black" by Susan Hill and Michel Faber's "The Hundred and Ninety-Nine Steps".