The first elements that establish the atmosphere of the story are actually found elsewhere: we're told it is sunset, which means the forest will be growing darker, and then his wife (Faith) says that she's especially worried about him tonight of all nights. Therefore, before we get the thoughts or description, we know tonight is special and growing darker.
When we get to the descriptions of the forest itself, Hawthorne piles on the adjectives and choose verbs that darken the atmosphere:
"He had taken a dreary road, darkened by all the gloomiest trees of the forest, which barely stood aside to let the narrow path creep through, and closed immediately behind. It was all as lonely as could be; and there is this peculiarity in such a solitude, that the traveller knows not who may be concealed by the innumerable trunks and the thick boughs overhead; so that with lonely footsteps he may yet be passing through an unseen multitude."
Look at how many words accent darkness and isolation—the trail closes behind him, all is hidden, dark, unseen, etc. So, the description essentially labels the literal and metaphorical path as evil, and sets the mood to match.
Brown's thoughts underscore this:
"There may be a devilish Indian behind every tree," said Goodman Brown to himself; and he glanced fearfully behind him as he added, "What if the devil himself should be at my very elbow!"
He turns the natural into the supernatural, and makes the world a fearful place.