You should skip straight to the 2nd game, it's categorically better in all respects.
Well, i started with this now might as well finish it.
It has some interesting mechanics (like the clone thingy) but the thieving is a bit on the easy side so far. The AI is not terrible but is also easy to fool and it's slightly janky as well (if you lure a group they'll sometimes get stuck on each other). I decided to go for a kill everything approach (stealth only though, no detection) at first since ghosting might be more time consuming and i may end up getting bored with the game before i can finish it (if i can finish it), but perhaps i may switch to ghosting if i get the urge for it.
What's actually interesting is the level design. It's not as complex as Thief but maps are fairly large with lots of different pathways and means of approaching enemies. Aesthetically they are not that bad either all though like a lot of indie games they had to go with that pastel look with guards that look like something out of Warcract 3. Thief wins by a mile in the atmosphere department. The only caveat is that so far the game is very skimpy in terms of loot. You can find some tokens and maybe there's some secret rooms with some potions and stuff but nothing on the level of finding gold in Thief.
As for Styx himself, he is an ok character. His dialog, like much of the writing, is fairly cliche but so far i don't dislike him.
According to my last save i've only completely 6% of the game so it's still early to really pass judgement. So far it feels like a decent albeit easier Thief clone. It's definitely better than nu-Thief that much i can say.
Turning off those Display of Detection and Display of Objectives options was a wise decision btw.