Writing great paranormal romance isn't all about the longing glances, the sweet kisses, or the fiery passion between the sheets. Oh, we do love those things, but no. That's not what really makes readers turn the pages. It's the suffering we put our characters through that hooks them.
In order to get your readers to empathize with your characters, you need to engage them emotionally. Everyone knows what it's like to have their heart broken. Perhaps we're not as dramatic in our woes as the characters, but sometimes we'd like to be. Describe the pain in vivid and clear language. Be bold. Make the suffering unbearable and explore its most primal roots. Don't try to be subtle about it.
Emotional suffering isn't enough. You need to build in external conflict to torture your characters too. Again, problems need to be clear. Your readers need to know what your characters are fighting against. Having a clear problem doesn't mean to not have any mystery. Simple example: the problem is there's a new serial killer killing werewolves in town and your protagonist has to find out who it is before there's another victim. (The sexy Alpha of the local pack wants in on the hunt too!) Clear problem and intriguing mystery.
Once you've made your characters and readers miserable, it's time for the solution. The solution needs to be as clear as the problem. It must be realistic and satisfying. I'm sure everyone can agree a weak ending ruins a good story. Give your readers the emotional high to make up for the suffering you've put them through.
What hooks you in a story: the happy moments or the suffering?