The fact that this walk occurs on Halloween, in and of itself, is part of the setting that makes it scary. The evening is coming to a close. First, they must make their way past the Radley place which has already been a source of fear and intimidation over the summer. Even though Jem faced that fear, he did not escape his mission unscathed, so in their minds the place has become even more of a mystery, and mysteries mean potential threats. It is getting dark, and they are taking a path through the approaching gloom on a windy, moonless night when they are first frightened by Cecil. This is a typical childhood prank, one that is common on Halloween, but when you consider all of the other things that the kids have gone through this past summer as a result of the trial it is likely that their nerves are already a bit on edge. This entire walk, and the fact that the build-up to their fear leads only to Cecil Jacobs, is a means of setting the reader up for the truly scary journey - the walk home - when a perceived threat becomes a real one in short order.