Other than that how was the play?

Wikipedia:

The King in Yellow is a collection of short stories written by Robert W. Chambers and published in 1895. The stories could be categorized as early horror fiction or Victorian Gothic fiction, but the work also touches on mythology, fantasy, mystery, science fiction and romance. The first four stories in the collection involve a fictional two-act play of the same title.

The fictional play The King in Yellow has two acts, and at least three characters: Cassilda, Camilla, and the King in Yellow. Chambers' story collection excerpts sections from the play to introduce the book as a whole, or individual stories. For example, "Cassilda's Song" comes from Act I, Scene 2 of the play:

Along the shore the cloud waves break,

The twin suns sink beneath the lake,

The shadows lengthen

In Carcosa.

Strange is the night where black stars rise,

And strange moons circle through the skies

But stranger still is

Lost Carcosa.

Songs that the Hyades shall sing,

Where flap the tatters of the King,

Must die unheard in

Dim Carcosa.

Song of my soul, my voice is dead;

Die thou, unsung, as tears unshed

Shall dry and die in

Lost Carcosa.

The short story "The Mask" is introduced by an excerpt from Act I, Scene 2d:

Camilla: You, sir, should unmask.

Stranger: Indeed?

Cassilda: Indeed, it's time. We have all laid aside disguise but you.

Stranger: I wear no mask.

Camilla: (Terrified, aside to Cassilda.) No mask? No mask!

All of the excerpts come from Act I. The stories describe Act I as quite ordinary, but reading Act II drives the reader mad with the "irresistible" revealed truths. “The very banality and innocence of the first act only allowed the blow to fall afterward with more awful effect.” Even seeing of the first page of the second act is enough to draw the reader in: “If I had not caught a glimpse of the opening words in the second act I should never have finished it [...]” (“The Repairer of Reputations”).

Chambers usually gives only scattered hints of the contents of the full play, as in this extract from "The Repairer of Reputations":

He mentioned the establishment of the Dynasty in Carcosa, the lakes which connected Hastur, Aldebaran and the mystery of the Hyades. He spoke of Cassilda and Camilla, and sounded the cloudy depths of Demhe, and the Lake of Hali. "The scolloped tatters of the King in Yellow must hide Yhtill forever," he muttered, but I do not believe Vance heard him. Then by degrees he led Vance along the ramifications of the Imperial family, to Uoht and Thale, from Naotalba and Phantom of Truth, to Aldones, and then tossing aside his manuscript and notes, he began the wonderful story of the Last King.

A similar passage occurs in "The Yellow Sign", in which two protagonists have read The King in Yellow:

Night fell and the hours dragged on, but still we murmured to each other of the King and the Pallid Mask, and midnight sounded from the misty spires in the fog-wrapped city. We spoke of Hastur and of Cassilda, while outside the fog rolled against the blank window-panes as the cloud waves roll and break on the shores of Hali.

... and here's a great Wiki on the whole subject.