After getting into the hobby just recently and buying my first batch of games almost blindly (Exploding Kittens, Codenames, Pandemic, DC Deck Building Game, Dead of Winter, Game of Thrones card game - 2 core sets, Escape: The curse of the temple, Dixit, Resistance Avalon, Bang), I'm closing in n buying my next game, but I'm trying to be more thorough with my research.
I want a meaty game with lots of replayability. I'm interested in:
Terra Mystica
Mage Knight
Kemet
And I really want to try a horror game like MoM and Betrayel at house on the Hill.
It's really though between these games. So far I like Pandemic and DC the most but I have only played Dead of Winter once and I haven't gotten to play Game of Thrones at all.
Funny enough, Pandemic and DC Comics Deck Building Game were the first two board games I bought that weren't the classics. I've played over 200 games of DC (or one of the other core sets). Played a lot of Pandemic too back in the day, though I prefer Defenders of the Realm now. That's a really solid group of first games, I especially love Codenames as well.
For a horror game, MoM and Betrayal are solid choices. And I'll just put up Mysterium as another if you liked Dixit. Also Sherlock Holmes Consulting Detective. I know it's not really horror and more mystery, but if you are able to do a few of those cases in back to back game sessions with the same people and see the overarching story unfold, I think it gets pretty creepy. Like hairs standing on the back of your hair.
As for a meaty game with lots of replayability, I would offer a few others as suggestions:
Nations: Amazing civilization game, based around building a tableau of cards. Mechanically simple, but so many decisions and only 60% of each deck is used per game, combined with several different player powers make for a ton of replayability. (if you play with 2 normally, insert Through the Ages: A New Story of Civilization here instead)
Eclipse: A more resource-focused 4x game. With alien powers and the different ways the galaxy is laid out and research becomes available, every game will certainly be different. Can be a bit on the long side though and best with 3+ players
As for the ones you chose out...
Terra Mystica: Would probably be the best one by itself. I'm not sure how Kemet fares with the expansion. There's a reason Terra Mystica is rated so highly on boardgamegeek. But it's not a game that's bursting with theme and the interactions between players is fairly minimal and usually consists of taking an action that someone else wanted.
Mage Knight: I would shy away from this one for now. It's a beast of a game, and tough to learn. Tougher to teach and play with other people too. With the games under your belt now, I would get comfortable with a meaty game of a different sort before heading into Mage Knight.
Kemet: A solid game. Questions abound about the balance of the three different colors, but I think I've heard that every color is overpowered, so it's probably the case that none of them are. If you want conflict and dudes on a map can't go wrong here. (Cyclades or Mare Nostrum: Empires are suitable substitutes).