I would say that they're all pretty different beasts. Dear Esther is very conceptual and abstract in part because one of the major themes it's tackling is uncertainty and ambiguity. The authors described it as "the collapse of meaning", which I think fits. It's an audiovisual experience, almost more like a guided museum tour. I think it's mostly, from a player perspective, about sort of quietly contemplating some of the things that come up, the visual symbols, the interpersonal themes. I think it's a lot like a museum in that there's no one meaning, you're sort of supposed to converse with yourself about it. Museum exhibit
The Stanley Parable is a very funny and reflexive commentary on choice and tedium and turning dull rote, repetitive, procedural stuff into a game while also turning gaming into a dull, rote, repetitive, procedural thing. It's very meta-referential, it's very surreal, and there's not really much to follow. It's cheeky, it's got an attitude. It's got tons of endings, it's about replaying and mining the content and in many cases sort of trying to rely on your knowledge of the conventions of games to subvert or break with what you're being asked to do. Game about games
Gone Home is neither in that it's very literal, it's not abstract, but it's mostly character sketches and mise-en-scene stuff. It's about establishing a place and a time and actors. I think it's designed to make you think about the ways in which maybe you connect with the things that are going on (are your parents together? did they have rough patches? do you have siblings? are you the black sheep or are they? what were you doing in the mid-90s?). The object interactivity is obviously the major thing, and to me at least it made me think of my experience sort of entering a new space or returning to a space I've been in before and noticing something different or wondering about the story behind some piece of art or some object or maybe I know the story and I'm replaying it in my head. I think the tone is meant to be sort of offputting and confusing, but it's all explained well. I think it's definitely supposed to be the most human of the three. Feminist, expressive, zine, chapbook culture
I guess all of them literally involve just moving a character through space and none have fail states per se and they're all broadly story or adventure games, but they all differ pretty strongly to me. Like, as much as Prince of Persia (Classic) differs from Mario in approach despite them both being platformers. Or the way that cubism and Impressionism are both art movements, or the way that Office Space and Koyanisqaatsi are both films.