The type of mood that is establish at the beginning of the story is dark, foreboding, and fearful. The small details of the story establish the mood.
According to the first paragraph it is dark, windy, and raining outside. The Whites are inside by the fire playing chess. This contrast between the outside and inside gives the impression that the Whites are safe as long as nothing foreign comes in the house. Outside there is "evil."
In addition to this, there is the howl of the wind outside. Mr. White even draws attention to it to distract his son as they are playing chess.
"Listen to the wind," said Mr. White. He had made a serious mistake and wanted to distract his son’s attention so that he wouldn’t see it.
When Sergeant Major Morris begins to talk about the monkey's paw, the mood is perfect for a something ominous to happen. The mention of India, something foreign, also adds to the fear, especially as a foreign object, the paw, is now in the Whites' house.