I'm starting to find that HUDs in games clutter the screen and take away from being fully immersed in the game. I like games that force you to pay attention to what's going on in the game and not numbers/markers on the edges of the display. What are some of your favorite games to play with no HUD? Here are a few of mine:
Astroneer - this game has tool tips on screen but that's about it. There isn't even an inventory, all objects are interactive and you can physically place them on your backpack.
Battlefield 1 - super gritty and immersive, but playing without a HUD really puts you at a disadvantage online.
Red Dead Redemption 2 - I liked that you could hide the HUD, but the mini-map was a tap on the d-pad away if you get lost. It was a super immersive experience!
Grand Theft Auto 5 - maybe not designed to be played without the HUD, once you get used to the layout of the city this becomes a lot easier, and you focus more on landmarks to navigate and again this really increased immersion. Sometimes finding things in missions wasn't obvious and required consulting the map but otherwise this was enjoyable.
Dead Space, my favorite game of all time. All HUD elements are holographic projections from your suit and weapons, integrated into the game world and moving with the camera. Your health meter is a series of light segments going up your spine, and the meter for one of your abilities is a pie-chart style light on the back of your right shoulder. Even the objective markers are a trail of light projected from your hand when you press down on the control stick.