I love a lot of games so I'm just gonna mention the first 3 that pop into my head. Those will for sure be my most memorable and favorites.
Shin Megami Tensei: Nocturne (will always be my #1)
Final Fantasy 9 (it's my favorite final fantasy, 7 can suck it)
Skyrim (if only because it's the game I always come back to)
My favorite game serie is castlevania. It was the first game saga I really loved, specially castlevania : Aria of Sorrow, I spent thousands of hours playing when I was a child, probably the game I have most played.
Talking about shooters, I will say MW2 cuz although itis multiplayer is full with broken things, It was the first online FPS I have played. However nowadays I'm playing a lot to Insurgency.
I have a specila romance with Conflict: Desert Storm cuz It was the first military game I have ever played.
And well, of course TES, no explanation needed.
PD: sorry for my grammatical mistakes,I'm still learning english
Skyrim - First RPG I sunk major time into and understood (Runescape, I'm looking at you)
Battlefield 3 - Eventhough its an FPS, the strategy in being my prefered class, the Recon, means most FPS were left unencountered.
Spiro Enter the Dragonfly - My first game!
Medieval Total War Third Age Total War Mod - Total War was a game from my childhood, so it scores sentimental points, and I love LOTR
Can't think of a fifth, I haven't played many games
Sure the first one has some flaws with the combat, but at least it didn't force me to warp back to the hub to level up, and there were actually locations that had me jumping at the slightest noise, like new londo ruins. That place had me scared of the sound of my own footsteps.
Having the water up to your ankles and the gloomy lighting, has the player (well at least me) unsure if the sound of splashing is being caused by their own footsteps or those of something else. I loved that about it, it was one of the few areas that I was always hesitant about moving forwards in, even when I had memorized where each enemy was located in the area.