The gold box series of games have their flaws, but on the whole I and many others feel they are solid designs for their era. In fact, this broadly defined series may be the best computer adaptations of D&D's 1st edition rules ever.
Not all games available from GOG's three Forgotten Realms collections are gold box. Mainly those in Collection 2 are. The Eye of the Beholder games are a completely different series, using a different engine (and based on 2nd rather than 1st edition). Also, the gold box games include three games set in Dragonlance rather than Forgotten Realms. These are not included in the FR collections but can be bought separately as part of of GOG's Krynn collection.
This might be getting a bit complex, so here is a list of all games considered gold box broad series:
Pool of Radiance
Curse of the Azure Bonds
Secret of the Silver Blades
Pools of Darkness
Champions of Krynn
Death Knights of Krynn
The Dark Queen of Krynn
Gateway to the Savage Frontier
Treasures of the Savage Frontier
The first four games form a tetralogy that you can import characters from one to the next in that order (albeit, awkwardly, as many features were added to later games that are not present in Pool of Radiance). Similarly, the next three games (the Krynn games) form a trilogy, and the last two (the Savage Frontier games, also set in Forgotten Realms) form a duo.
The action RPG (really a collection of minigames) Hillsfar is not a gold box game per se but is connected to PoolRad and Curse and characters can be transferred between those three.
(Further complicating the picture: there are two Buck Rogers games, Countdown to Doomsday and Matrix Cubed, that are effectively gold box games and that use an adapted version of those D&D rules. Neither game is commercially available right now, however. Similarly, there is a sort-of game, Forgotten Realms Unlimited Adventures, that uses the gold box engine. I call it "sort-of" because it is really more a series of tools for creating your own gold box scenarios.)
For considerable help in making gold box more user friendly, I recommend the fan-created Gold Box Companion app, which has all sorts of ways of making playing these games easier, especially if you are new to them. You can download it at:
http://gbc.zorbus.net/ . Just be warned that some features, like instant resting, can significantly reduce the games' challenge, if you overuse them.
(The same fan creator has another tool program, All Seeing Eye, for use with the first two games of the Eye of the Beholder series.)