He takes them to unknown places and gives them a glimpse of himself. The pain of his victims doesn't end here. Every single one of his victims experiences nose bleeding and severe headaches as well.
While intending to get his revenge on Eleven and Brenner, Vecna also goes after victims who have dealt with traumatizing experiences in the past (reminiscent of his childhood and his time at the Hawkins lab).
In the real world, he makes the victim levitate while in their trance, before snapping their bones and neck, and crushing their eyes. The murder site then becomes a small gate into the Upside Down, as part of a long term goal to apparently bleed both dimensions into one.
Vecna Kept His Victims' Bodies To Possess Them
Later, when Nancy ends up in Vecna's lair, she finds Fred in a similar situation. It's very likely Vecna has plans to use these bodies, which is why he didn't dispose of them like other Stranger Things villains have.
But new villain Vecna is a reflection of something very real: post-traumatic stress disorder, depression and grief.
Jennifer Chaiken, LMFT
And that's why I think having Vecna as a representation of [PTSD and] depression can be really helpful for those who do struggle with [these issues] as a way of externalizing [and depersonalizing] them.”
Just as Max might be in Vecna going into Stranger Things season 5, Vecna takes the essence of his victims after killing them. Dr. Brenner (Matthew Modine) clarifies that Vecna "consumes" his victims, as he isn't interested in simply killing them - meaning Vecna takes everything about and from a person.
At his empire's height, Vecna was betrayed and destroyed by his most trusted lieutenant, a vampire called Kas the Bloody-Handed, using a magical sword that Vecna himself had crafted for him, now known as the Sword of Kas.
(All of which have been cited by show creators the Duffer brothers as inspirations for the villain.) But he does have a surprising weakness: music.
And while his usual modus operandi is to embody his victims' negative self-talk (another very real psychological phenomenon), this time he is telling Nancy his plans and then releasing her so she can report back to everybody—Eleven included—that the end is nigh, with the goal of discouraging and disempowering them.
Hawkins has suffered a lot of trauma over the years - not all of which is connected to Hawkins Lab and the Upside Down - and Vecna's curse takes advantage of that. Vecna appears to carefully choose people who feel a strong sense of guilt or shame, particularly if those emotions are repressed.
Curiously, he also seems obsessed with time, projecting strange visions into his victims' minds—including of the grandfather clock from his home in the Creel House. Vecna's obsession with time appears to be linked to his hatred of humanity.
While falling into the dark dimension, One/Henry is struck by lightning, disfiguring him.
Brenner (Matthew Modine) states in the Stranger Things episode "Papa" that Vecna "consumes" everything about his victims, Vecna targets traumatized victims because it builds for him a well of sad and angry memories to draw from. With each victim, he can become gradually more powerful.
Max's past experience with trauma — namely, watching the Mind Flayer brutally kill her stepbrother Billy (Dacre Montgomery) in Season 3 — makes her a target for Vecna's manipulation.
In the visions of her trauma induced by Vecna, Chrissy's mother appeared both mentally and emotionally abusive towards her daughter - and it's implied her comments about Chrissy's figure caused her daughter to develop her eating disorder.
Played by Jamie Campbell Bower, each prosthetic was glued to his skin with medical adhesive by prosthetics designer Barrie Gower and his team. For the finishing touch, Vecna was covered in "glossy slime to make him really, really glossy and wet looking," according to Gower.
Season 4's main villain Vecna contains a multitude of easter eggs. To start, he has a giant, claw-like left hand. This is a reference to the D&D character Vecna, for whom this Vecna is named; the D&D Vecna has a monstrous hand infused with dark magic.
After learning how Victor Creel was able to evade death back in 1959, Robin and Nancy deduce that playing the victim's favorite song can help them escape the trance that Vecna places them in, with music and happy memories being the only way to keep Vecna's fatal curse at bay.
In the D&D realm, a defining feature of Vecna is that he's missing his left hand and left eye. This is because his trusted accomplice, Kas the Bloody-Handed, betrayed him and used the sword Vecna created himself to chop off his left hand and remove his left eye. This ultimately destroyed Vecna.
Together, their powers combined are the exact powers of 001/Henry. Fans are now theorising that the powers of both 011 and 008, who have the combined power of 001, is what is needed to finally match and defeat Vecna. To put it simply, 011 + 008 + [with the combined power of] 001 = 020, a.k.a. Erica's critical hit.
Vecna hated humanity, believing human beings had imposed an artificial order upon the natural world.
And its powers are even more twisted than the ones that came before it. The Vecna feeds on nightmares and guilt and sorrow like it's one of the Seven Deadly Sins. And there is plenty of prey that fit the profile in the town of Hawkins.
Vecna feeds off his victims' trauma and haunts them with their own darkest thoughts.
The theory predicts that Vecna wants to regain his human form, and he will use Will to do so in Season 5. Knowing that Vecna singled out Will in Season 1, it's a reasonable theory, but it might go too far. After all, Vecna already has a human form, and he has vowed to eliminate humanity.