The list is endless, but I'll pick a few prominent ones to discuss today.
Planescape : Torment
I'm a huge fan of fantasy novels and series. Since many years before this game's inception. And a sometime computer-gamer, as my presence here implies. So this game - a fantasy game, legendary for it's written word and story - falls directly into my wheelhouse. I wasn't gaming much during it's era, and somehow, in the 20 years since, have never managed to make the time commitment and mental commitment to experience this renowned storytelling. One day.
An RTS game newer than Dune II
At the time of it's release, I played a bit of Dune II, i.e. finished it several times, had many an "overnighter". Then in the mid 90's I took some time away from computers, and entirely missed the following Command n Conquer -based evolution of the scene. So I now have the dubious honour of having never ever played a CnC. Again - maybe one day. Or maybe it's too late - I'm not sure how well they aged, without the personal nostalgia to prop them up. I will now segue (by way of Warcraft) to ...
Again from the strategy legends stable, I can hand-on-heart say I've never played this. Not once. Never even seen a video of it in action. Don't really know what it is. I assume it's like Dune II crossed with Star Control II. Haha. 😀