This is an extraordinary book. Thacker is obviously an expert on a wide variety of seemingly unrelated things: Western philosophy, extreme music, horror and science fiction literature and film, and medieval through modern religious tracts. This book takes all of this and synthesizes it into a series of extremely thought-provoking claims, centered around the idea that horror is a window into the unthinkable occulted reality. If you have an interest in horror or awe you'll probably find something interesting in here and you will definitely be confronted with novel thoughts and ways of thinking. As a purely philosophical work, it's great.
More than that, it is also a success as literature itself. Thacker establishes a sort of horror ambiance that seems only partially derived from the subject matter. He also openly, perhaps somewhat ostentatiously, relies on medieval scholastic structure for the book itself, organizing the material into "lectio," "disputatio" and "quaestio", but it works quite well, because these structures are designed around raising questions, highlighting contradictions and taking diversions rather than linearly building up a proof the way a modern philosophical treatise would.
In short, it's an utter success in both form and content. It's a quick read, but contains many large, difficult ideas but presents them in a fun way. I strongly recommend it.