I played both Hotline Miami and its sequel. Honestly you have to experience them yourself to get an idea how surreal these games can be. The levels themselves are very arcade-ish: you enter floor after floor, kill every enemy there, repeat if you get killed (thankfully each floor is a checkpoint) and try to get the best score out of it. The music plays a lot to rhythm the levels, it even felt like a trans mood to me on some chapters. Then the narration takes the wheel, first by having you go back on your step before exiting the level (the corpses and blood don't "magically" disappear), then with short playable cutscenes in-between chapters where you get a peek into the mind of the protagonist. Whether those scenes can be trusted is entirely up to you.
The sequel differs in the narrative by giving you a larger cast of playable characters. Some have several weapon or skill options similarly to the first game's masks, and the levels are not played in chronological order which can be disorienting. The game also has a VHS player visual aspect, even in the pause menu, and each chapters are presented in the title menu as video tapes.
I'd suggest you get you watch a few trailers and no commetary let's play videos if you really want to make yourself an idea on what those games are.