That causes nervous anticipation or suspense(adjective)
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Use "nail-biting" in a sentence
""Lippman lets each character contribute a piece to the whole, which makes the story richer, and there's some nail-biting suspense.""
"Cherry says he realistically needs to know by the end of February if he will be ending the current season with another nail-biting cliffhanger or wrapping up his Wisteria Lane shenanigans for good."
"The ending here was somewhat lacking, focusing more on Fleck's personal descent than resolving the nail-biting action that preceded it."