Henry James' "The Turn of the Screw" follows a popular convention in classic horror that the story is presented to us with a wrap around narration. At a party people are encouraged to tell each other creepy tales and this one is told to them (and us) by the recipient of correspondence from the governess who is tasked to take care of the children at the centre of this tale. He reads her letters to his audience.
In the novella James uses syntax and grammar to show the growing terror, fear and unreliability of the governess and she becomes either more aware of (or if it's her imagination) more afraid of the ghosts of previous domestic servants and their relationships with the children in her care. It makes us question commonly held assumptions such as beauty = goodness as she learns more about the characters of the exquisite young children.
The kids are manipulative, their legal guardian is lazy and uncaring, there may be ghosts in the old house, the children may have been molested by the two servants when they were alive and employed there, certainly the servants behaved in ways not considered fitting of people of their rank or station. The governess gradually loses her grip on reality and the children seem increasingly devilish.
What actually happens? There are plenty of theories and the story is open to interpretation.
Is it frightening? Not by modern horror standards but it's slightly creepy.
Is it confusing? Hell yes.