I'd probably suggest on technical curiosity. Jedi Knight demo does all sorts of resolutions and covers Direct3D 5 and supports 1st gen 3d cards. Quake3's a classic benchmark and the first major judge of GL ICD compliance, Crime Cities is like a swiss army knife of MiniGLs for old 3d cards, and 4x4 Evo's one of the last in the line of TRI's classic heightmap engine lineage that was started in Terminal Velocity, Turok's flashy, benchmarky and supports all the APIs and represents N64 games' technical art well, Unreal Tournament does D3D7/Glide, MDK2 supports Hor+ HD resolutions, DDR for input latency, etc.
"Must try" is super subjective though. Some parts of the internet in this era would absolutely order you to play Burning Money Solitaire, Spherejongg, Demonstar or something