Quest 3 is amazing, and 3S is super affordable. Both are well worth it. The only drawback is that you have to suck Zuck's dick to get them. But eh, it's tiny.
Or stab a stake in their heart! If they are a vampire, they will either instantly turn to dust or at least be paralysed, so you can easily dispose of them.
Ravenholm was certainly an experience, but it's manageable. I mean, I'm more and more of a pussy when it comes to scary games but I pulled through.
I have yet to finish HL1in VR (as well as Opposing Force and Blue Shift), but it's certainly on my list. I played it up to around that early part with the long diagonal elevator with headcrabs dropping on you. Using the crowbar by actually swinging into them takes practice and I was getting my ass kicked, so I decided to restart on medium difficulty but never got around to actually doing it.
I think I got distracted by Jedi Outcast and Jedi Academy VR being released... Those are incredible.
I liked how the third one went in a completely different direction instead of rehashing what made Max Max yet again. It's a bit of a shock at first but it makes sense, especially since a lot of time has passed.
There's even one or two turns in the story that play out very differently from how it would have played out in the first two games because the overarching theme is a bit different. You can tell it's still Max though.
I remember originally being disappointed how Mona survived a shot in the the head from the first game, then Max survives a shot in the head in the game and then if you beat the game on the hardest difficulty she survives yet again.
Plus I prefered the looks of both Max and Mona in the first game.
But I've grown to appreciate the second game on subsequent playthroughs.
Address Unknown showed up in Max Payne 1 already, though it's fleshed out here. It's a loving parody of Twin Peaks, much like Alan Wake, so I'd say it's less setting it up here and more them sneaking in what they love before they decided to make a whole game based on the concept.
Someone recommended First and Only and I kinda second that. Dan Abnett's books are awesome, and much better than the rest of WH40k literature.
That said, I'd recommend starting with Eisenhorn. That's what I did when I was in your shoes.