Silent Hill
While a few of the games in the franchise are linked to each other, this set of horror games lacks any requirement for sequential completion of each game in the series. Although the games are widely varied in terms of quality, each is distinct in their themes, conflicts, and the way the protagonists must face their troubles. They each feature different gameplay elements and presentation as well. However, you will still feel the same sense of dread from each game in the franchise.
Ultimately, the series is about Silent Hill the town. It isn’t necessarily about any specific storyline, nor about any character arcs, but rather about characterizing the town. The series shows different protagonists’ experiences within the town, often facing their pasts, but ultimately demonstrates Silent Hill to be a place where people face their fears. So jump on at any point, but at least play with the lights on.