Splatterhouse 3 is one of my favorite games ever. Where else can you play as a steroid muscled guy wearing a hockey mask? This one is the third of a fun series of games.
Just play the game a bit and you'll see what I'm talking about. Its a great game. Don't worry about not knowing what happens in the first two games, doesn't matter. This is the one to play.
If you feel like you need more information on the series, I found a wonderful fan site with tons of information on the whole series.