The Stanley Parable is a first-person narrative exploration game similar to Dear Esther or Korsakovia. It explores the story of a man named Stanley. That's about all I can tell you without spoiling anything! It's best to play this game without knowing anything about it going in, so we'll just have a spoiler discussion in the comments this week.
It requires Half-Life 2 and in order to play the game you need to launch HL2 on it's own at least once. Other than that, just extract the zip into Steam/steamapps/SourceMods and restart Steam. Download and enjoy!