H P Lovecraft, in his seminal essay “Supernatural Horror In Literature”, wrote:
The true weird tale has something more than secret murder, bloody bones, or a sheeted form clanking chains according to rule. A certain atmosphere of breathless and unexplainable dread of outer, unknown forces must be present; and there must be a hint, expressed with a seriousness and portentousness becoming its subject, of that most terrible conception of the human brain–a malign and particular suspension or defeat of those fixed laws of Nature which are our only safeguard against the assaults of chaos and the daemons of unplumbed space.
I consider that a fitting definition. The word “weird” comes from the Old English “wyrd”, which means to control or to shape fate. The Norns, who spun, measured, and cut the thread of human lives, were called The Weird Sisters.
To enter a weird tale is to put yourself into the hands of powers that you can neither comprehend nor escape. It’s the third rail shock of opening a door in your own house and gazing out at an abyss of clear blue sky, with no hint of ground in sight. It’s a glimpse into an alien and awful world, not a world without rules, but a world with rules iron and inflexible yet incomprehensible. It isn’t horror–although some horror stories are also weird tales–nor is it necessarily what is called fantasy or science fiction.
A weird tale should defy classification. The whole point of the genre is to confound the reader, to smash preconceptions. Something is going on, but you don’t know what it is.
Which means anything could happen. The weird tale is a black box, and inside it could be anything at all. Cake. Death. Your own severed head, looking up at you with a knowing smile.
Weird tales aren’t safe. They aren’t tame, and they don’t play by your rules. The best of them stay with you and force you to look at the world in new way long after you’ve closed the book. They leave with the kind of questions that won’t let you sleep at three in the morning.
Those are the kind of stories that I try to write. I manage it, sometimes. On my good days. Those are also the kind of stories I like to read. They are out there. I wish there were more, but you can find them if you look.