It's very linear.
You can generally grind and do optional dungeons at almost any time, and there are a few side things, but overall there's a lot of linearity, especially for a game that takes place within an MMORPG. To that end, the MMORPG in question doesn't have a lot of content to it. If you've played and enjoyed an actual MMORPG, the little references to MMORPG culture within .hack will surely be appreciated, but ultimately, it doesn't satisfy the actual desires of one who MMOes.
The conbat system is a very straightforward action RPG system, with allies controlled by a playstyle that the player customizes. However, guys you set aside for healing like, won't heal themselves often, and won't use MP-restorative items to get them ready to heal again, so the player will still have to micromanage their actions instead of a system that put better AI and more customization into play like Final Fantasy XII. Honestly, after FFXII, get ready for ally AI to disappoint you in .hack. I've said of this problem:
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But .hack's MMORPG simulation doesn't come without its flaws. The most memorable of the inaccuracies appear in battle. All too often, one of Kyte's comrades will completely defy logic, whether by doing something ridiculously stupid or by not doing anything at all. Some examples that come to mind are total ignorance of special situations. For example, if an enemy is listed as immune to physical attacks, meaning any regular attack does 0 damage, that won't stop Black Rose from endlessly swinging her sword at the foe. She'll even say to you "It looks like it's immune to physical attacks," while she's swinging at it! How retarded is that!? In addition, the mages, called "wavemasters" in The World, will often sit idly while the battle rages on. Fortunately, the player can issue special commands to the other two party members, which can make up for some of the lame A.I. Broad orders such as "Magic!" are available, on top of the ability to designate the exact skill you want a team member to use. Again, though, there's a problem with this. If you give the "Magic!" command, your characters just use any old spell. There might be a fire-based enemy that would be stricken down by a good water spell, but the clunky A.I. will have a mage use a fire spell instead, which gets the team nowhere. So in almost every important battle, players will have their hands full with controlling Kyte in addition to wading through a slew of menus to ensure that the other crew members don't do anything stupid.
And while the quests all sound different in nature, they're really the same type of "come to the 5th floor of the dungeon" fetch quests every single time.
So there, be warned.
Let it be known, however, that even though I bitch like I do above, .hack is one of very few games (sets of games?) I've played through purely for the story. Everything else about the game has been done elsewhere, better, but the story was really interesting to me, so I went on through it and didn't regret my time doing so. I felt it was all worth it and while the stuff I said above was annoying, and sometimes VERY annoying, I enjoyed the games.
Evil Dead: I'd proceed with caution and not buy all 4 at once or anything. Get the first one or two and see if you like those before pushing on.