It is not really mysterious. I would use the words deranged and psychotic to describe this piece. Particularly the school bits. It is entertaining in places.
Spoilers follow:
This game follows the life of Yuu Asakura over two days. There is not that much in the way of plot or character development. It is just a series of events each with either a good or bad final outcome for the protagonist.
Some have complained that the protagonist is another idiotic blank slate and with many visual novels and anime I frequently make this complaint to. In this case I digress, this game could only work with such a character because only an amoral moron would make such important decisions based on a whim. This allows for the plot to meander anywhere and allows for him to become moral/immoral as circumstance require. A more intelligent lead would lessen the number of story branches leaving us with fewer possible endings.
Out of curiosity which ending did you reach on your first play through (assuming you did not use the walkthrough). I reached ending 6, which I thought was a pretty good one. In most the protagonist dies.
Of the characters I liked Ichihara - The Hunter the most, with the voice acting he was hilarious. Matsui was good fun. Yumi Nakamoto, Angel and Mother were good amongst the females.
A downside is that the supernatural element surrounding the gun is never properly explored.
So imagine yourself as the protagonist, how would you rank the endings? From best to worst I would say: END 3, END 6, END 5, END 4, END 14, END 10, END 2, END 19, END 13, END 17, END 9, END 8, END 12, END 1, END 18, END 15, END 16, END 7, END 11.