Bloodborne: a game that has introduced many to the wonders of HP Lovecraft's cosmic horror long after Stephen King's attempts to entertain viewers via books. This game has the visceral combat, story, and setpieces I would never expect to do so well in its time. The very act of you playing or not playing the game is also a part of the tale.
Armored Core 3: introduced me to politics and corporate espionage at a young age (at least when I was able to take in information compared to MGS1 and 2 release on PSX). Game also had elements of man vs machine in which the system managing the humans living underground and manipulating everything behind the scenes to prevent humans from going above ground which used to have been laid in nuclear waste. Gameplay mechanics were very hard but fun in its time.
Remnant from the Ashes: this little gem of a game is short, but gameplay is very deep, mechanically challenging, and has probably (in my opinion) the best gunplay of its style. I wished there was more content to this game, but I and a small niche group of others are waiting for the next successor of this title.
Video of RftA from me: https://youtu.be/BWONpgGk7qo
Honorable Mentions:
GunZ the Duel: probably the most mechanically challenging multiplayer game I've ever played and was the most competitive for a free title. Skill gaps between players is insane based on how fast your APM was to cancel all sorts of animations to trick and eliminate all opposition.