Hentai adventures are not really games at all, being better described as interactive stories. That's why I said entertainment product above. But they're still usually called games, so I'll refer to them as such.
The world and characters are presented through still images from the first person perspective, sometimes with a few small third person cut-scenes. Dialogue, including your own internal thoughts, are presented in text. More recent games will have voiced Japanese for most of the dialogue, in addition to the textual presentation. There is usually a MIDI score.
At each location you are presented with a text menu of actions, mostly amounting to navigation, talking to various people, and looking at things. Menu selection can be done through the keyboard or the mouse. There's no inventory in the usual adventure game sense, and there are no challenges. It's just a matter of wandering around, investigating and talking until you hit on the next trigger. There's no way to die or get stuck.
Okay, this sounds like little more than hitting pause and play on a tape, and that's not far wrong. It doesn't feel quite that bad, since you do get to decide where to go, and who to talk to, and what about. Sometimes you do get to make a real decision, but usually only at the end of the game. Generally, though, there are no real decisions to make: you talk to everybody about everything, and go everywhere investigating everything, to get the full story. In other words, as games, hentai adventures suck, having no real gaming aspect.
From the perspective of multimedia storytelling, however, the hentai adventure style works well. It is a valid medium for drama. Hentai adventures usually have strong plots that develop at a good pace thoughout the game, with lots of interesting characters. The simplistic interface, presentation and gameplay leaves lots of room on the CDs for long, detailed, twisting stories.