Making readers want to read on, that's the writer's goal. No one wants to have their readers stop halfway through the book or story. Surprise endings are one way to create tension (though not a very good way.) So is dramatic irony. A third method is plot progression.
Plot progressions are a type of dramatic irony in that the audience is clued in to what is coming next. The story starts with a small action, repeats that action on a somewhat larger scale, and then repeats the action again with even greater consequences (and a greater payoff for the reader). Readers are kept on the hook because they can see where this course of action is leading (even if the protagonist cannot).
There are many, many examples of this kind of plot (in fact, I challenge you to come up with your own examples!), but my favorite comes from Stephen King's Pet Cemetery. (Warning: spoilers follow!)
Pet Cemetery centers around the idea that dead bodies buried in a secret Native American burial site will come back to life. Well, 'life' in a reanimated corpse kind of way. The plot begins with the death of a student; a person who is only marginally associated with the protagonist, Dr. Louis Creed. But this action makes Creed begin thinking about death and his own philosophy of the afterlife. Next, Creed's elderly neighbor dies, and the doctor gets a more personal look at the tragedy. A while later, Creed's daughter's cat dies and the doctor, unable to bear his child's sorrow, buries the cat in the enchanted cemetery. The results are disastrous, and he vows to never do it again. But then his son dies...
Looking at this progression, you can see how King builds the tension and intensifies the payoff. Sure, the audience has a pretty good idea of what is going to happen, but they can't wait to read it. Like watching an impending car wreck, you can't tear your eyes away.
Plot progression can be as simple as a fairy tale (which is the basis for such stories as Goldilocks and the Three Bears and Jack and the Beanstalk) or as complex as a Stephen King novel, but it is a terrific way to keep your readers involved in your story.
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