Learn English – Meaning of “have an agenda”

Let's start here.

intense: 1. (of a condition, quality, feeling, etc.) Existing in a high degree; forceful or extreme: "this job demands intense concentration".

So, given that. I'd say that whether it is positive depends on the context.

Wow, carrying these boulders is intense.

Would be negative (assuming you don't like to carry boulders).

The football game was intense.

Could be considered positive.

It usually has a negative connotation, but only a mild one. Close analogues would be words like:

• unsettling
• strange
• astounding

A sentence like this does not have any particular negative connotation: "I was thinking about asking you to bring me a cup of tea not thirty seconds ago, and here you are with one -- it's uncanny!" In this context, the "uncanny" simply indicates amazement at the coincidence.

More commonly, it's used in sentences suggesting some kind of supernatural atmosphere or occurrence. For example, "We walked in and out, and took again and again a fresh look at the uncanny stones", suggesting a ring of stones with some magical or cryptic purpose.

It would be easier to judge whether uncanny is the right word for your purpose if we knew what you plan to say.