Vampires, The Masquerade: Bloodlines. The whole vibe of the setting, the story, the locations, and then when I finally understood what the plot was really about. Masterpiece of a game, couldnt stop thinking about it.
Seconding Bloodlines, this game has stuck with me since I first played it as a child. I've been eagerly awaiting the sequel, but also dreading that it ends up being awful and ruins any chance of more games.