I take chapter titles seriously. In Fantasy, at least, I feel it’s usually better to have chapters than not, to have titles rather than just numbers, and to have colorful, evocative titles rather than bland, generic, one-word titles. I don’t always live up to my own expectations here (I don’t know any author who does), but here’s what I think a chapter title has to keep in mind ideally, to be among the best.
One: the title must in some way represent the events or themes in the chapter ahead. This one’s obvious, and most people get it right.
Two: it shouldn’t spoil anything. This one is trickier, because you have to take into account how the previous chapter ended and what mysteries might be pulling the reader on at the moment–and give a hint at those mysteries without giving them away. But you also need to consider that the reader can go back and look at the chapter list at any point, and there should be no point where the title tells too much.
Three: if possible, the chapter title should fit with the overall theme or events of the book, and should add to the tone and atmosphere of the novel as a whole. This is the hardest of the three criteria to get right, and it’s not something that I’d expect every chapter to manage. But the best of the best do this.