these are some games that made me feel really adventurous and evoked several of the feelings you mentioned:
The Curse of Monkey Island
“I’ve sailed the seas from Trinidad to Tortuga and I’ve never seen anything like it! The engagement ring I gave Elaine has a terrible pirate curse on it. LeChuck is behind it, I’m sure. I should have known that nothing good could come out of that evil zombie’s treasures. And if that’s not bad enough, the clairvoyant I met in the mangrove swamp told me that if I am to break the curse and save Elaine, I will have to die!”
Zork
Kingdoms of Amalur: Reckoning
The Witcher 3: Wild Hunt
“Witchers were made to kill monsters. It doesn’t matter who posted the notice, the coin has to be right, that’s all. Witchers don’t debate. Their conscience plays no part. They just get on with it then pick up the coin pouch tossed at their feet and set off on their way. Folk don’t expect witchers to save them from themselves.”
— Geralt of Rivia
OneShot
[You’re already too late]
[The world isn’t worth saving anymore.]
Honorary mentions: Heart of Darkness, West of Loathing, Hyper Light Drifter, Primordia, AC: Black Flag.
Explaining what isn’t clear:
OneShot felt like one of the most gripping, unforgettable and bonding adventures I’ve ever undertaken. It doesn’t offer so much on the exploration side – as in, freely walk around and discover stuff – but it makes up for that with depth: the few tid-bits you find out by going out of your way are really profound and worthwhile. It starts as a very personal story, becomes a delight through its telling and achieves a milestone in gaming by its conclusion. It made me feel all kinds of things, and the thrill of adventure never quite left me.
West of Loathing is an adventure on the fun side, but the world is so diverse and so peculiar, it has a thing for everyone. So yeah, even the occasion “eesh that’a creepy” moment is there.
Primordia is pretty linear but not really. I feel like it offers several different game-play options. Therefore you can finish it with a reasonable understanding of the story, or a vast knowledge of a world that once will be.
The rest is pretty self-explanatory.