I've recently begun to understand what makes one work of fiction a "page turner" and another not. Tension is almost as critical to a novel or short story as conflict. Conflict gives the characters something important to do, and a reason to grow and change (or not). Tension raises the reader's curiosity and encourages the reader to stick with the story.
It's possible to create tension in a number of ways. In passages that focus primarily on a character's thoughts, you can create tension by showing that the character has two conflicting or contrasting emotions about the same thing. For example:
Jane removed the party supplies from the shopping cart and placed them on the checkout counter. Everything was in place now. Alex would have the best birthday party ever. He had been looking forward to it for weeks. He was going to be so happy. The thought brought a smile to her face.
She began to shudder, and then quickly stopped herself. "Maybe it won't be bad this time. If I can keep the focus on Alex, make him the center of attention, it will be OK."
Chances are, you felt a little tension there. You're probably wondering why Jane is apprehensive about her son's birthday party. Shouldn't that be a happy occasion? What happened "the last time" that caused such fear? Were there party goers who got out of control? Was Alex injured somehow, or did he injure other guests? Or did something happen to Jane? Were the other mothers at the party critical of her, her parenting, or her child? You're likely to keep reading to get the answer to such questions.
The tension created here probably won't carry through the entire story. At some point, you'll have to show readers why Jane is worried. Once you do, this tension will evaporate. At that point, you'll need to build some new tension to replace it. Perhaps little Alex catches a glimpse of fear on her face as the guests begin to arrive, and she struggles to hide it from him. She knows that if he is worried about her, he won't enjoy himself – and she'll feel like the party failed if that happens.
You can build tension into almost any part of your story. In a conversation, one character may be happy about something that another character finds depressing or infuriating. In a description of setting, you might be painting the image of an ideal tropical beach, while depicting the character's reaction to the scene as one of disgust or fear. The key is to raise questions in the mind of the reader that generate a desire to reader further, to find out why things aren't matching up to their expectations. As they keep reading, they keep turning pages, and you keep them immersed in the story.