Summary: As other reviewers have noted, the atmosphere and ideas behind this game are great. However, I rate it lower because I found the gameplay to be, at times, frustrating. The puzzle and exploration aspects are fun. But in some parts of the game (notably the Requiem chapter, but others too), I found there was lots of jumping about, where if you jump at the wrong time or slip slightly on the keys you'll fall to your death and have to restart.
Summary: Penumbra Overture This was the best of the 3 games, but it leaves you hanging, which means you'll want to play the second one (Penumbra: Black Plague). Overture tells an interesting story. There are some creatures to avoid. There are puzzles to solve. There is a LOT of creepiness. I kept waiting for something to jump out of the shadows and go "BOO!" I enjoyed Overture the most. And if you want to stop at Overture, then I think you've made a good choice.