My opinions are mixed.
I'm a bit of a horror fan and picked this up figured it would be a decent bit of surrealistic, cereberal horror. I wound up not playing it yet because from what I've been reading the devs more or less came out and said shortly after it's release that the game is a giant troll and there is no sense to any of it.
Anyone can just throw a bunch of stuff out there, point some arrows between it to make it seem like pieces of a puzzle, but never actually have any meaning. I've seen that done on a number of occasions, and really I don't find that a way of someone trying to be faux-artistic when they can't do the real thing. See, part of what makes art, art, is that it has meaning even if it's not immediatly obvious, and the artist can explain to you what it means or is trying to say if you can't figure it out. Something that relies on the viewer to insert their own meaning or interpetation without any intended meaning it more of a psychological exercise than a work of art. A lot has been written on the subject.
See, if there was actually a mystery to be solved here, with clear answers, I'd be interested in piecing it together, but just wandering around waiting for sense to be made that will never really come?
Someone referanced The Mona Lisa, but that's a little differant. The Mona Lisa is by all accounts an inside joke by Davinci and some of his friends, it had a meaning, but one that can't be divined by someone outside of his long-passed peer group. It stands as a solid work by a master that makes people wonder simply because it's context is long gone.
Of course then again, I think the mystery was solved a while back, but wasn't as exciting as the speculation. I was reading a while back that someone was able to prove by the notes of one of Davinci's associates that the "secret" of the Mona Lisa was that it was a self portrait of Davinci when he was in drag. I believe this was mentioned in "The Davinci Code" but hasn't really ever been popularized. I've never cared enough to check it out in more detail. Apparently the joke was Davinci looked differant enough and carried off looking like a girl well enough that even when he was right there nobody that didn't know him could figure out it was a self portrait, so he'd flash it around and have people going "huh, who is she, and why is she smiling".