The 39 Steps leads you on a journey through lush hand-painted backgrounds, moody music, and excellent voice-acting. You are Richard Hannay, a well-to-do British gent living a boring life in London in 1914.
Calling 39 Steps a game seems to be doing it a disservice, as it is more of a interactive story that just has you along for the ride. There are points in the story where you 'control' the protoganists action, but you have no real power to affect the momentum of the narrative. The story is gripping, though, and these attempts to insert a more direct hand in the game are infrequent.
I have never read the source material, so cannot say how well it holds up to the original. The 39 Steps stands well enough on its own, though.
Achievement hunters interested in 100% games will find this one easy to complete, as achievements are awarded through story progression and are impossible to miss. I'd recommend not reading the achievement list before you start the story, though, as they could spoil some future events.
So, if spy thrillers are your thing, grab up your pipe and your brandy and dive into this one.