I played one of the Penumbra games a while back--Penumbra Black Plague I think it was. Cool, but disjointed. That thing with the "hive mind" and the tasks given to you, felt out of place, somehow. But again the atmosphere was great, I'm also partial to Arctic suspense.
Is the Overture worth a try?
It's worth a try if you want to feel more isolation-based horror and have a better idea of the story before playing Black Plague. Overture had some unique features that Black Plague lacks, since the devs firmly shifted the focus towards stealth. It also has slightly less polish than Black Plague, but that's to be expected. It's still a nice-looking game, though obviously dated due to ten years of advancements and it being the commercial debut of the studio. One or two puzzles along the way are a bit tough to figure out at first glance, but they're both easily solvable if you pay attention. The story is almost as dark as Black Plague, but there's a sense of easing you into the horror adventure as the story develops.