An open loop is a rhetorical device to instill curiosity by creating anticipation for what will come next. The device is sometimes also called a tension loop for the tension and anticipation it creates.
Short Example
"I just saw the most amazing thing!" Since the actor doesn't say what the amazing thing is, the observer is left to wonder what it is, thus creating anticipation for what the actor will say next.
References
Open loop Wikipedia(Text) CC BY-SA