(Montague Rhodes James, acting like it's totally normal for a medievalist to have a monstrous cobra head in his study.)
Here's how M.R. James stories work. They start out with some poor scholar just doing his job: checking out a book from the library, cataloguing art, writing a review of someone else's scholarship. You get a gorgeous setting like an old cathedral or the garden of a country estate, but it's always very, very creepy, with weird voices whispering in the trees or something. For a while, nothing happens. Research, research, writing something with footnotes, more research, and then WHAM: horrifying detail from nowhere!
(Illustration by Ernest Wallcousins from the Collected Ghost Stories of M.R. James, 1947.)
For example, maybe you get a glimpse of a specter with black cobwebs for eyes, or a demonic human-tarantula hybrid. Or maybe you get this: "So he put his hand into the well-known nook under the pillow; only, it did not get so far. What he touched was, according to his account, a mouth, with teeth, and with hair about it, and, he declares, not the mouth of a human being." AHHHH! I will never sleep again.
(Illustration by James McBryde from Ghost Stories of an Antiquary, 1904.)
M.R. James is the master of soothing you with long passages of complicated prose, and then suddenly hitting you with a few simple sentences that chill your soul: "The cat was on the stairs tonight. I think it sits there always. There is no kitchen cat." (From "The Stalls of Barchester Cathedral," about a demon cat.)
(A lot of M.R. James stories are set in cathedrals. This one is "Canon Alberic's Scrapbook," illustrated by James McBryde.)
Anyway, "A School Story" is the ideal M.R. James story to start out with, even if you aren't a Latin teacher. It starts out with two men telling ghost stories in a smoking-room, which is fantastic. I love that genre of short story that opens with story-telling in a smoking-room, or a club, or a faculty lounge. "A School Story" has all of the best features of an M.R. James story: the humor, the quirkiness, and the creepy atmosphere that builds to a moment of horror. And it's very short, so you get everything in a compact package.
(Creepy atmosphere from "Canon Alberic's Scrapbook," illustrated by James McBryde.)
But my favorite M.R. James story is "Casting the Runes," which is also in Ghost Stories of an Antiquary Part 2. It's the story of a scholar who gets a bad review, has a conference paper rejected, and reacts very, very badly. It's hilarious and scary at the same time. I love how this guy is truly evil -- he murders people, he frightens children, he practices black magic -- but everyone in the story just keeps talking about what a bad scholar he is, as if that's even worse than summoning demons. His book on the history of witchcraft has split infinitives in it. Run in terror!