I hated it in the beginning, I found it scary as fuck, now I love it, I easily navigate with zonai technology and I kick everyone i find. Yiga mission is amazing
Personally, I find the depths more irritating than scary.
The uneven terrain makes them really hard to navigate via ground vehicles, the darkness makes flying machines a bad option, and the gloom makes walking difficult also!
I mainly don't like the darkness mechanic. The game is beautiful, but there is nothing more frustrating that needing to run around and unlock the ability to see, or stocking up on arrows and seeds et al to go down and shoot randomly around me so I can see where I am. And sometimes I shoot into a wall right next to me I didn't see. :(
That's not even including trying to just parachute blindly and hoping I don't land in gloom or an enemy camp.
There are also areas around water sources which are totally unpassable and you have to run around. It is not clear that that's the case so I've wasted a ton of time trying to map this huge area to try to find a way around.
Something I figured out that really helped me was that the depths are literally inverted version of the ground level. Mountains on the ground are big depressions or lakes in the depths, rivers and lakes on the ground are impassable walls in the depths, and every single shrine on the ground level is also a lightroot in the depths.
I love collecting the poes too. I think the scary part for me is worrying I am about to walk right into some of the gloom goo, so I stay stocked up on brightbloom seeds.