Ah folly, thy name is...well just about everyone here. Northanger Abbey is a satire, so widespread folly is to be expected. And it is delivered. Everyone here is subject to delusions and faulty assumptions. Everyone also does really ill-advised things that are generally comical at least. Austen invites us to laugh at the foibles of others, and she also asks us to consider the root causes for this mass of follies. In this novel, folly stems from classist assumptions, which is basically where someone thinks that his own class is awesome and that the lower classes are losers. So, think General Tilney. Folly also arises from believing rumors and from taking fiction too seriously. The list goes on. Faulty assumptions and deceiving appearances are crucial here. Ridiculous behavior characterizes every day life as well as the Gothic novels that the characters read.
Henry tells Catherine about the Gothic horrors of Northanger Abbey deliberately, in order to mess with her.
Henry was joking about the Gothic horror business and had no idea that Catherine would be foolish enough to take him seriously.