A feeling of there is "something more to it"

The feeling is generally positive, something that we are looking forward to know "what's next".

I suggest anticipation.

Suspicion comes to mind, though a little vague, and it has connotations of mistrust:

5. imagination of anything to be the case or to be likely; a vague notion of something.

Hunch is the best I can think of, as it describes an intuitive idea of circumstances which is not based on proof.

As to being a vague but positive "what's next" feeling, such as you describe, I'm not sure there is a concise term for it.

Uncanny isn't bad.

Eerie or haunting might work, particularly if the "something more to it" is inclined to be a negative thing. (I've used spooky to describe this feeling on occasion, but that's not really a very accurate word, unless one is focused on the unexplainable or supernatural).

Ominous and premonition usually connote some bad feelings about what is to come as well.

Hunch is more neutral, defined as a feeling that something is true or will happen, although no definite facts about it are known.

Some possible idioms:

Sixth sense; sneaking suspicion; gut feeling.