Silent Hill 2
I didn't realize it until much later. After I beat the game I was shellshocked and thought "this game is amazing but I'm NEVER playing it again." And then I did. I couldn't stop thinking about it: the atmosphere, the themes, the story, the characters, the gameplay, the setting, the foreshadowing, the scares, everything.
I spent weeks thinking about it until one day somebody asked me what my favorite game was in a personal introduction (first week of college) and I naturally said Silent Hill 2, which surprised me, considering Melee had been my favorite game for years.
I then spent a very long time thinking about whether or not I meant what I said, and then I came to the realization that not only is Silent Hill 2 my favorite game of all time, but it's also my favorite piece of art of all time. It changed my life and I am a much better person for having lived through it.
Here's looking at you, Team Silent.