The party is walking through the forest at night when they come upon a clearing. Half a dozen black-robed corpses lie scattered across the ground, and a pentagram of blood is shoddily drawn in the dirt.
It seems these people summoned something they could not control. Whether or not the demon returns is up to the GM, but it would be just as rich if the demon never returned, and for the rest of the night, every stray sound or odd shadow will be jumped at!
A party of adventurers walk along late on an open plain, on a moonless night. Abruptly, War screams, the clanging of metal and death-cries are heard. It is an open plain, and nothing is seen, but the sound of a huge battle is all about them. The sounds continue for a half hour before stopping as suddenly as they started. What was it? Perhaps the ghouls of a long-gone battle, reliving their unfortunate last memories...
In some remote regions of the lands, voices of spirits and ghosts can be heard whispering in the wind, and wispy movements can be seen out of the corner of the eye.
When you sleep, your soul briefly returns to the place where it was created/goes to when it dies, and seeks nourishment. Everybody's soul is created with a little link (or you could say a greater entity calls it back) to that place so that it can return easily, but upon death, the soul returns via that and annihilates the link as if returns.
Also, as an added thingy, you could say the entity supplying the link, or residue of the links themselves, (whichever) is the source of all arcane power.