The right time to start Hollow Knight is when you are alone with your darkest thoughts.
When you begin Hollow Knight, you are alone in a dark tunnel, and you are first tasked with attacking some doors that block your path. You are a mask wearing fellow with a blank look that evokes the title of the game, hollow. After slaying some grubby little bugs, you discover that you do have something within, soul to keep you going by healing your damage, but only if you keep advancing and fighting and winning. After breaking through a barrier you come across the only town around, Dirtmouth, population one old guy who speaks of the dangers below ground. Below ground is where you will spend the majority of your time, fighting your way to deeper and darker places fighting more dangerous creatures. This calls for you to become bolder, braver, and more capable than you were. You find that there are friends below ground that offer aid, though often for a fee, and a history to this world to uncover. By the end, you may find this world less dark, and yourself less hollow. It's a beautiful, difficult journey that is well worth exploring.