Gone Home is on my list, but I haven't played it yet. Based on the trailer, I would say that only the walking simulator aspect (wander around and find things to read) is the only comparability between the two games.

Gone Home seems more akin to What Remains of Edith Finch (highly recommended, if you haven't played it, as it's one of my favorites), Firewatch (which was a solid experience), and Dear Esther (which I haven't played), games that use the exploration to tell an emotionally moving and compelling story, with some spooky bits tossed in (maybe). If you enjoyed Gone Home, either of those three seem a good fit for your interests.

On the other hand, The Short Message is straight horror. It's bloody, brutal, and has lots of atmospheric fear and jump scares — not to mention the monster chase sequences.

If you're new to horror games and are interested in trying them out, I would probably recommend the first Layers of Fear as a stepping stone (over The Short Message), since it doesn't have the chase sequences.