Thriller films typically include dim lighting, a sense of violence, eerie characters, and putting the main character in danger through a plot designed to scare viewers and make them think. Some examples of thriller films mentioned are Panic Room, Memento, Hard Candy, Man on Fire, Red Eye, Flight Plan, and Psycho. Effective thriller openings establish things like the production company, director, actors, title, location, and characters, while also building tension through music and visuals that draw viewers into the mystery.