Picture someone wandering around Fae roads underground. Passing through dark corridor after dark corridor and dark chamber after dark chamber with the occasional light that allows you to stop constantly trailing one hand against the wall. There are monsters lurking in the shadows and odd creatures occasionally encountered. Now instead of Fae, make them aliens and the road structure an artefact in space in some distortion of relativity that links the vast distances between stars, and you've got Walking to Aldebaran.
Not sure if I managed to evoke the spooky atmosphere, but Fae roads are the first thing that I thought of. So far it's pretty good, too.