The mood of a story is generally not something the author just announces with a flashing neon sign; instead, he uses specific details and diction (language) to convey the tone and mood of the piece. In the case of "The Interlopers," Saki reveals the mood of the story in the opening paragraph:
In a forest of mixed growth somewhere on the eastern spurs of the Karpathians, a man stood one winter night watching and listening, as though he waited for some beast of the woods to come within the range of his vision, and, later, of his rifle. But the game for whose presence he kept so keen an outlook was none that figured in the sportsman's calendar as lawful and proper for the chase; Ulrich von Gradwitz patrolled the dark forest in quest of a human enemy.
Immediately we know the mood of this selection is rather dark, ominous, and suspenseful.
First of all, the author places us in a forest "somewhere" in the foothills of some mountains; while we have a big-picture idea of where these mountains are located, mountain ranges are vast and rather intimidating to contemplate without further pinpointing a location. The second mood-setting detail is that it is both winter and night, conditions which are not ideal when one is "somewhere" in a forest located in the foothills of a mountain range.
The final element of ominous suspense is human: a man named Ulrich von Gradwitz is patrolling (not walking, searching, wandering, or any other rather innocuous activity) the forest and he is looking for a "human enemy." This is a somber and rather chilling detail; by the end of the first short paragraph, Saki has created a mood which we both understand and fear.
In the next several paragraphs of the story, we have indications that something unnatural is about to happen, as well. For example:
[t]he roebuck, which usually kept in the sheltered hollows during a storm-wind, were running like driven things tonight, and there was movement and unrest among the creatures that were wont to sleep through the dark hours. Assuredly there was a disturbing element in the forest, and Ulrich could guess the quarter from whence it came.
Animals that should not be moving around at night are doing so; animals that are generally active at night are active. Even worse, we cannot blame this eeriness on the one man we know is in the forest; Ulrich knows there is something--or someone--helping to cause this commotion.
So, the mood of the story is one of eeriness, darkness, and suspense. Our sensitivity to evil is heightened by Saki's use of details about both nature and man which create a sense of foreboding about some kind of danger to come, and it is an appropriate mood for this story.