For an indie game with no storyline, Slender is surprisingly addictive and immersive.
The forest map is decently large. The darkness and the fog effects make it relatively hard to see where you're going. There are ten "landmarks" on the map, eight of which will contain a page. The game's only goal is to grab all eight pages. From the instant you find the first one, the sound effects swell as Slenderman spawns somewhere in the map. If he catches up to you, or if you stare at him for too long, he will kill you. Slenderman gets faster and more tricky to avoid as your page count increases. At three pages, he begins to pick up speed. At five, he may begin to teleport around the map, and by the time you've got just one page left, you better not look over your shoulder.
The character can sprint to outrun her faceless attacker, but this also causes the flashlight beam to lower, and you have limited stamina. It's also worth mentioning that the flashlight has a limited battery life of about 20 minutes, but if you take that long to complete the game chances are you won't survive anyway.
There's just something about the dark, eerie atmosphere of the game that makes it scare you. It messes with your mind. The forest is dark and deep, but quiet- almost peaceful, then you turn a corner and Slenderman is staring you down just a few yards away. The graphics are decent by today's standards. The textures of the ground are pretty low-resolution, and there are problems with aliasing in some places, but the game delivers a steady framerate and overall good appearance.
The game is still technically in beta, and it is sometimes hard to tell whether Slenderman teleported using his skills later in the game, or glitched in order to kill you. Upon collecting all 8 pages he kills you anyway, as there is no ending scene. Beating the game does unlock a "daytime" mode, and beating this unlocks the easter egg "$20 mode".
So really, there's no reason not to try this game. It's free, it should only take about 5-10 minutes per playthrough, and if you play it in the dark with the sound turned up, it has the potential to scare the pants off you.