Anchorhead

Oh my gosh, Anchorhead is absolutely fantastic. I played the original 1998 version and I loved every second of it. Played it for a day straight and just couldn't put it down; I tried to go to bed at one point and just ended up getting up two hours later to finish it. The writing weaves an incredibly beautiful and atmospheric description of each and every area, character, item - honestly I don't think this game is lacking in any aspect whatsoever. You can examine pretty much everything and everyone, and find tantalising clues and information everywhere you go. The history and backlore is rich and detailed - I found myself starting a set of notes just so that I could keep track of things and make links and connections, which made it even more exciting! The story builds layer upon layer of tension, beginning with just a slight unease and ramping up the mystery and thrill with each and every piece of information that you uncover. It's challenging, engaging, exciting, terrifying, heartwarming, and utterly brilliant.

Just make sure to save fairly regularly; you never know what you're going to find.