Telltale Games is a studio that has made a name for itself creating episodic adventure games. I've played their Walking Dead series in the past, and have others waiting in my Steam backlog.
Mostly this works smoothly, although occasionally the story will seem to jump around if you make choices that weren't completely integrated into the larger whole. For instance, sometimes a character will refer to a prior comment that they never actually said (but would have, if your choices had been different). Those are pretty rare, but it's a bit jarring when it does happen.
Another issue with the format is that you have to wait until the choices that you're given allow you to make progress. It may seem fairly obvious to the player what your character should be doing - maybe you spotted a clue earlier, or caught another character in a lie - but the choices you're given don't allow you to act on it. It's a necessity of the limited-choice format, but knowing that doesn't make it less annoying.
Unlike a book format, in a video game it's possible to add some action, so there are limited sections where you need to hit various movement keys or click on certain spots in order to help your character in a fight. Personally I could do without those portions, since I'm terrible at them and often end up having to retry them after dying. Fortunately there aren't too many, generally just one or two per episode.
Having made all those complaints, I can still say that these games are a lot of fun to play. How you treat other characters often comes back to affect future interactions, for good or bad. The choices you make don't affect the most basic components of the story, but they can have pretty big effects nonetheless. And the game will show you how many other people made similar choices, which is an interesting window into how others think about the same situations.
Unlike the old choose-your-own-adventure books, I've not gone back through these episodic adventure games to see what would have happened if I'd made other choices. Partly that's just due to time - it takes a lot longer to play through the game again than it did to just flip to another page. But another part of the reason is that the game feels complete once you've gone through it, even if some of your choices didn't lead to the ideal outcomes. I still may play through the games again at some point, but I wouldn't enjoy doing it right away. I'd need time for the old play-through to fade a bit from memory first.