Slender is Pure Horror - IGN
Basically, Slender dumps you in the middle of a forest at night and gives you a seemingly simple task: collect 8 notes, spread semi-randomly across the map on various landmarks. However, as you collect them, the entity following you becomes more progressively hostile and follows closer.
I've been a fan of the Slender Man mythos for a while now, and I'm really amazed to see how this game has taken off. I'd really encourage playing it blind to get the full effect, maybe look into the story of Slender Man before hand to understand what you're running from. If you must, though, there are a lot of great let's plays on youtube.
Download links (v0.9.4):