No, it's not really horror. There is one scene that has a bit of action so far, but in general the game's tone is pretty bright. The murder is basically just the initial setup for the story that follows after. As for depressing: Some of the girls' backstories are tragic, but the overall mood is a positive and wholesome one. Or at least I hope that's what it is, because that's what I'm going for. :P
Oh and there isn't any gore or stuff like that. The most we have so far are some blood splatters and I can't imagine it going far beyond that.
I hope this answers your question sufficiently. :)