In "A Christmas Memory", which details in the description of Mr. Haha Jones' cafe make it seem like a threatening place?
Haha Jones's café that is by the river is called a "sinful" place by Buddy's relatives. This café is what was known as a juke joint.
Juke joints originated in the South after the emancipation of slaves. Workers and sharecroppers congregated in these places where they could dance, gamble, and drink. With such activity, it is not surprising that people have been "cut to pieces" and even murdered. In Mississippi where Buddy's cousin lives, the county is "dry"; that is, the sale of liquor is illegal. So, in order to have any liquor for their fruitcakes, Buddy and his cousin must go to Haha's place, which is, indeed, a dangerous place.
When the innocent boy and his cousin knock at the door of this juke joint, Haha Jones himself answers. He is a formidable-looking man with scars on his face from many a knife fight. Glowering at them, Haha asks what they want. When his cousin asks for a quart of his "finest whiskey," which is no more than moonshine, Haha laughs. "Which one of you is a drinkin' man?" After he is told that the whiskey will be used in fruitcakes, Haha frowns, telling Buddy's cousin that such usage is a waste of good whiskey. Nevertheless, he sells them a bottle for two dollars. When they pay him with their nickels, dimes, and pennies, Haha's hard face softens, and he returns the change to them saying, "[J]ust send me one of them fruitcakes instead."
Buddy and Cousin go to Haha's cafe to get rum for the fruitcake recipe. The place is threatening because Haha Jones is a scary looking guy, very imposing in size, he is not a happy person as his name suggests, instead, he has a mean look to him.
The cafe is a fish-fry where dancing takes place, but that is not all, there is a lot of violence in the cafe, it is a dangerous place. Buddy and Cousin always go to the cafe to buy the whiskey that they need for the fruitcakes, but usually deal with Mrs. Jones, Haha's wife. This time he answers the door himself.
"As we approach his cafe (a large log cabin festooned inside and out with chains of garish-gay naked light bulbs and standing by the river's muddy edge under the shade of river trees where moss drifts through the branches like gray mist) our steps slow down. Even Queenie stops prancing and sticks close by. People have been murdered in Haha's cafe. Cut to pieces. Hit on the head. There's a case coming up in court next month." (Capote)
Haha's place is threatening because at night it is transformed into a seedy bar where people get drunk and commit violent acts against each other, and according to the neighborhood, it is a place of sin.
So naturally, they are very cautious when they approach the cafe, the thought of going inside makes them uncomfortable.