Silent Hill was the first video game I really played all the way through on my own (and was also on the first console we ever owned). I had played Mario, Sonic, Donkey Kong, Goldeneye, etc. at my friends’ houses, but that was the game that really started it all! I was already into horror stuff at that point, so it was right up my alley, though. I still think of Pyramid Head on foggy days.
Related, but PT was a fun experience when it first came out. Played it once on my own and then once with a group of friends!