Here's another recommendation for Call of Cthulhu, which combines a relatively straight-forward rules system with a solid four decades of content and development. The rules sytem has changed very slightly over time so you could take the current edition of the game and run adventures - many of them critically acclaimed - written decades ago without much difficulty. That said, the current content has been top notch across the board so you already have a wealth of options - both in terms of play settings and ready-to-play adventures - readily available.
Chaosium has an excellent
quick start rules booklet available as a free download. That one PDF will give you all the rules you need to get started with the system plus an introductory adventure to run along with character sheets. With those rules alone you could pick up other published adventures - I can certainly recommend
Doors to Darkness - and run with those without needing to invest any any of the more elaborate rules volumes. There are also several excellent
solo adventures available; not the same as playing with a group, of course, but they're a good way to get a handle on the game system.
I suggest snagging the free PDFs of the quick-start rules and the solo advenure
Alone Against The Flames; disregard the $5 PDF price, if you look in the body of the link you'll find the full module available as a free download. Give that a shot and see how you like the system and the setting - learning the rules, creating a character, and playing through the adventure is a solid way to spend a quiet evening and should let you know if you want to delve further into the system. Alternately, if you'd prefer to jump in with print versions of everything discussed here the
Call of Cthulhu Starter Set has the rules, Alone Against The Flames, and another module ready to go along with dice, character sheets, and handouts for $25. It's a bargain for what you get!
As for the setting itself, Call of Cthulhu is a classic of investigative roleplaying based on H.P. Lovecraft's Cthulhu mythos. Unlike most RPGs, rather than getting stronger your characters tend to deteriorate as they try - and often fail - to come to terms with the cosmic horrors they find themselves up against. However, that's not the only way to play CoC, with their
Pulp Cthulhu line giving characters a more heroic, two-fisted approach to battling the horror. And, while many of the scenarios are set in the 1920s and are steeped in historical detail, CoC can be adapted for any number of time periods ranging from the Dark Ages to the Victorian era and up to the modern day itself. I can also wholeheartedly recommend the Delta Green variant of CoC - originally a series of supplements for earlier editions of the game and now available as a
seperate, if similar, RPG system, which adds a sort of mix of government conspiracy and the X-Files to the concept. It's all top notch.