Contains minor spoilers! If you haven't played these games go play them, believe me it's worth it. I've played Silent Hill 2 & 3 so far. Great games. 2 was the one that introduced me to the town, although by me watching videos about it. I played 3 without having been spoiled at all and it being my first horror game experience. Maybe due to this I prefer it over two which I later played. The gameplay is okay but it's the fixed camera angles that drag the games down, especially 2. I love Heather, she is the best protagonist of any game I've played. She really feels like a real person. During my playthrough I didn't dwell on this or other themes in the game, I was simply too anxious of what lay ahead. But after having finished the game and hearing fan interpretations and opinions I truly fell in love with the game. But I think the best part of the games are the soundtracks. In the hospital in 2 I was not afraid of the nurses, well not that much, I was afraid of the churning sounds that would accompany them, and the goddamn static. 2 has great songs to listen to by themselves like White Noiz and Theme of Laura for example, but I prefer 3's soundtrack. Letter - from The Lost Days is my favorite, the chorus makes me nearly cry, Never Forgive Me, Never Forget Me is for me the theme song for the series, perfectly capturing the mood, and End of Small Sanctuary is a small piece of heaven at dusk. Hometown is also great.
I really admire that there are almost no jumpscares in the games, except from some auditory. If there were any ones I would have just quit the game and the series, too scary. Instead you feel dread, there were many moments were I was legitimately scared, but not during the entire experience. For example, one of my favorite moments is in the hospital in 3, a stalker has put unsettling notes here and there. Every time I found another note I feared he would show up, but he never did, at least not alive.
I've played the first six games and thoroughly enjoyed them all. Everything about them are great, the characters, humour, music, story and visuals (though the jump to 3D characters was pretty harsh). I love how the cases in every game leads to a bombastic final case. It's also a pretty good way to learn new words, I don't have any examples so you will have to take my word for it.