What is it like writing a dark psychological thriller?

For years now I’ve been almost exclusively writing YA fantasy in all its various forms – paranormal, dystopian, urban, speculative, and even a bit of science fiction (but that was a mistake, a very big mistake) – all revolving around a central, incredibly clichéd angsty romance.  But for the last few months I’ve been writing a contemporary novel on the other end of the spectrum, something so dark and gritty, that I often take myself completely by surprise, looking over my shoulder to see if anyone is watching.