"The Pit and the Pendulum" by Edgar Allan Poe is told in the first-person limited point of view, and we know it from the first sentence in the story:
I was sick, sick unto death, with that long agony, and when they at length unbound me, and I was permitted to sit, I felt that my senses were leaving me.
The narrator is telling the story, as it happens, from his point of view, thus the use of the pronouns "I," "me," and "my."
The benefit of Poe's using this point of view for this particular story, of course, is that we get to experience the same fears and horrors as he does. If anyone else would have told this story, we would have gotten the facts, but we would lose the emotions and thinking which the narrator shares with us. Even an omniscient narrator would not have given us the same effect as a narrator who is telling his own story. Of course, the events of the story, connected to the Spanish Inquisition, are horrific; they are made even more so as we experience them through the eyes, ears, and mind of the victim.