Bloodborne is a rather mixed game for me in the scheme of the Souls series, but even despite that it's brilliant, gameplay easily being the strong suit and possibly being the best in the series.
I think the thing that bugs me most other than the game having a pretty steady tone even when it gets downright scary, is my difficulty to relate to its story. I've thought a lot about Bloodborne, and I really don't have much to take away from it thematically. I feel it has a lot of subtext and imagery, but I can't put the puzzle pieces into a very cohesive whole, unless I perhaps spent an ungodly amount of time making charts and notes, the plot and such is rather straight forward, and every faction essentially goes down the same path except for the Vampires, and the individual stories never made the biggest impression.
Again, unless I went out of my way to examine each piece very very thoroughly, I don't think I'm ever really gonna walk away satisfied. It just doesn't fully click. The emotions are strong playing the game, concepts are interesting, but I feel like I can't grasp the substance. In the face of the eldritch, it seems I'm lost.