This has some nice anxiety and dread in it. A surefire hook. Some suggestions to improve what is already pretty good (taking anything I say with a grain of salt, of course):
(1) To hook the reader a bit more, maybe a paragraph of exposition about "them" might entice the reader a bit more (not that the vague and ominous "they" isn't enough, but you could enhance it just a bit more, maybe focusing more on how "they" make the protagonist feel, rather than specifics about what they are).
(2) There's a sentence where maybe you can clean up the tense. I know when I first got here I had a really hard time with second person present tense. It was bad enough that my first storygame, The Ghost People, was entirely in the typical past tense style of most novels (but in second person, obviously). In particular, this part:
"It felt comforting at first, like a blanket that was wrapped around you, keeping you safe. Now, though, it felt like the blanket was fighting against you, trying to choke you and keep you restrained so that they could finish you off." I'm no grammar prodigy, but I feel like it would work better with things in the present written in present tense, if the rest of the moments outside of memories are in present tense as well. Maybe "Now, though, it feels like the blanket is fighting against you, trying to choke you and keep you restrained so that they can finish you off" might work better. Just my admittedly fallible intuition.
Anyway, dread at the unknown is a huge hook, so this is a great way to start a story.
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*Oh yeah, that story I linked to? Definitely don't use it as an example. I didn't even know you are supposed to separate dialogue by paragraphs at that point. Just showing my issues with tense in the past.