Irony
A deliberate gap between what is said and what is meant — or between what the reader knows and what the character knows.
Verbal irony says something other than what it means, usually the opposite (see antiphrasis), and counts on the reader to restore the true sense. But narrative knows a second, more structural irony: dramatic irony, where the reader knows what the character doesn't — watching someone walk toward what only we can see.
Dramatic irony is one of the most powerful tension engines there is: it turns every mundane scene into a countdown. Situational irony, finally, springs from reality itself — the arsonist firefighter, the sinking of the "unsinkable" ship. The three registers combine, and mastering them separates texts that trust the reader from texts that explain.
Example
The reader knows the letter was never sent; the character checks the mail every morning.