Super Metroid - the atmosphere in the beginning of the game was something else when I started it the first time. The rain, the music... As a kid I was just mesmerized.
Gradius - being too fast is not always the best.
Factorio - planning goes a long way. Even if you think you planned for enough space for your construction it will never be enough as you probably need to make it larger later on.
It's a pretty cool game. I hate dice irl and they hate me but I had a hard time to put this game down. Bought it because I needed something small and relaxing to play.