Get all 3. I played them all just a month ago. They probably scratch the top of my favorite games list.
It's not "BOOOGABOOGABOOGA" startle scary, and there's hardly any gore. What makes it a masterpiece is the atmosphere the game makes. It mixes the whole "stranded/trapped in a mine with no way out" feeling with the fact that you don't have many means to fight the danger that comes at you. Fighting is difficult, so you're encouraged to run or hide, both of which make the experience scarier.
Once you beat Overture, you'll be compelled to play Black Plague.