Why does the Radley place fascinate Scout, Jem and Dill?

The Radley place fascinates Dill and the Finch children because of the mystery that surrounds it.

After Dill Harris arrives in Maycomb,

[T]he Radley place fascinated Dill....In spite of our warnings and explanations it drew him as the moon draws water, but drew him no nearer than the light-pole on the corner....(Ch.1)

The house resembles an old haunted house: It is darkened to a dull grey; on the long unpainted exterior of the house, there are dilapidated shutters that "drooped over the eaves of the veranda." (Ch.1) Large oak trees darken much of the yard in which no grass grows. The broken remains of a picket fence "drunkenly guarded the front yard" (Ch.1) where only wild, tough grass and "rabbit-tobacco" grow wild. Rumors of the house's being occupied by "a malevolent phantom" abound.
Other rumors that circulate through Maycomb suggest that this phantom goes out on moonless nights and peers into people's windows. If this "haint" breathes on any azalea bushes at night, they are wilted the next day. When chickens or pets are found injured, it is because the phantom has been responsible, even though there is proof that a man called Crazy Addie was the culprit.

In addition, there is suspicion of what goes on in the Radley house because the occupants do not come outside; they do not go to church, and they never talk with any neighbors. Rumor also has it that Boo once stabbed his father in the leg with a scissors when he was thirty-three years old.
Thus, it is because of all this mystery that Dill wishes to make contact with Boo Radley, who seems to be insane. With such intense curiosity assisted by his creative imagination, Dill draws Jem and Scout into engaging in the adventure of learning more about the phantom who dwells inside the dark, sequestered house in their neighborhood.