tl:dr - If you want a challenging game that involves preparation, risk versus reward management, tactics in a lovecraftian setting with great narration and music, GET THIS GAME.

Darkest Dungeon is an adventurer managing game that mainly has two phases. The first phase is your Managing phase where you upgrade equipment, buy trinkets, teach skills, and watch your adventurers relieve their stress by meditating in calm seclusion, praying to whatever deities exist in this land, drinking til they get drunk and lost for a week or two, or just go out wenching (hey, whatever works), etc... While your adventurers are relieving their stress or getting rid of a bad trait, they are unavailable for the next phase, the Adventuring phase. It is in this phase that your adventurers head into a procedurally generated dungeon with an objective (scout, find specific quest items, clear rooms, kill bosses, etc) to find loot, glory, fufillment, or just get their brains scrambled by stress and die while gibbering in fear.

Your success during the dungeon phase primarily depends upon how prepared you are and what risks you are willing to take. Certain heroes are better than others in certain types of dungeons and will give you an easier time. Your party composition is extremely important along with your heroes' positioning and selected skills, as most skills can only be used in certain positions. The last part of preparation, which also ties into risk management, are the items that you take with you into the dungeon. Before you head in, you can buy usable items such as food, torches, bandages, potions, medicinal herbs, etc. They cost money so it'll cut into your gains (and possibly create a loss) and might be a waste if you buy too much and don't use it. However, buy too little and you'll run into RNG risks non-stop. If you run out of food, your heroes will lose hp and gain stress when they're hungry. If you don't keep your torchlight more than 3/4 full, your party positioning has a chance of being switched around when you enter combat (the less light you have, the higher the chance of your party being surprised by the enemy when you enter combat and that switches your heroes around). However, you can also prepare for this by equipping skills that move your hero around so that you're not caught completely with your pants down. Most of the interactable objects you encounter in the dungeon are NOT completely safe unless you use a certain item (such as bandages for a rack of blades, if you don't use a bandage when you interact with it, you MIGHT get some items OR you can get injured and start bleeding).

Don't stay too attached to ALL of your heroes (especially early on in the game), as death comes rather easily if you tend to take risks. Sometimes, you just don't have the proper counter item in your inventory as you approach an interactable object; you'll have to make the choice of whether to risk it for loot or just walk past it (Of course, we risk it and end up getting diseases which gets our hero killed). If your heroes build up too much stress, they can get an affliction which makes things rather difficult, as they might start doing things that are out of your control, such as automatically repositioning themselves, refusing to let other heroes heal them, increase other heroes' stress, etc... At some point, if you're not confident you can complete the dungeon, it's sometimes better to retreat (your heroes will gain stress from failing however, and if you don't have enough money to help them relieve their stress, you'll have to recruit new heroes and try again).

The game can be rather unforgiving, but the more you play, the easier it gets, even after failed ventures. Venture into the dungeons and you'll find heirlooms that you can bring out with you, and this will allow you to upgrade your facilities so that you can recruit more heroes, have more openings for relieving stress, relieve stress for cheaper, upgrade to better equipment, etc... Eventually, it'll get cheap enough that sustaining some heroes and removing their bad quirks becomes viable, so you can keep the heroes you like. The downside is, when your heroes' levels get too high, they refuse to take on the easier dungeons, so you'll need to rotate some fresh blood into your hero pool to do the easier missions.

1. The game's ambience is incredible. The art style, the music, the characters, etc... Everything just ties in so well to make you feel the sense that horror does stalk this land.
   
2. The narration is one of the best that I've heard in a video game and seriously adds to the Lovecraftian feel of the game.
   
3. Challenging decisions - In other RPGs, choosing a skill, leveling the skill, and upgrading equipment just bumps a number up so you can kill something 3 seconds faster. Here, choosing the right thing to level with your limited resources means the difference between life and death. All optional equippable trinkets have a positive and negative aspect to them which makes choosing even more important. Inventory management is another challenging decision, as you need to decide on what to keep, what to hold on to, whether you should toss that counter item for a possible interaction, etc...
   
4. Combat - You're almost always on your toes in combat, as even the easy monsters can ruin your day by adding serious amounts of stress to your heroes. Even more so if you ran out of light and your positions get switched around, or if you were ambushed while you were making camp.
   
5. Replay value - Many different ways to play. You can play safe and carry around enough torches to maintain your party formation, or play risky by bringing only heroes that have skills that reposition themselves while attacking for more loot from the darkness. Or you can constantly make short incomplete trips into dungeons while switching and discarding heroes left and right. It's up to you how you want to play.

1. Early Access - At this point, there's only 3 areas for dungeons. Can't sell trinkets yet either so your trinkets chest just gets increasingly cluttered. The Hero list also gets slightly cluttered if when you have lots of heroes and it doesn't stay sorted the way you want it too. If you've upgraded all your town buildings (this might take a while though), your heirlooms are useless. Occasional bugs here and there.
   
2. Bosses - Difficult in a bad way. Namely a "if you don't have the right team composition, you'll probably lose" bad way. You'll probably either have to look them up or lose a party to them to figure out what party composition you should bring.
   
3. Not being able to bring any of your higher level heroes on lower level runs is designed to make things more difficult, but kinda makes leveling unwanted since I can't play with heroes that I've grown attached to.
   
4. Lack of inventory space makes it so that there is less incentive in running the longer dungeons. You either spend so much money buying supplies to last through it, that you won't make as much of a profit (and you can't carry as much loot out), or you end up not finishing it, which means that doing the shorter dungeons would've been more profitable as you can get the quest rewards for finishing it (and you don't have to deal with failure stress). The only incentive for finishing the longer dungeons then is possibly for the trinket.
   
5. Time only progresses when you go adventuring. Even if you have excess gold and want to take a week off of adventuring because your main heroes are spending a week relieving their stress, YOU CAN'T. At the very least, you'll have to send a team into the dungeon every week, even if you immediately abandon the quest as you enter.