System Shock 2
Many games come close for me... Mass Effect, Zelda Link to the Past,, Factorio and Homeworld would round out my top 5 for instance. But System Shock 2 was my first immersive sim game. It started a love affair with the genre that I'm still trying to scratch 25 years later.
There were many spiritual successors, with Arkane's Prey being the closest approximation I've found. Nightdive just released the original System Shock's remake a month back, so the wait for them to announce they're giving SS2 the remake treatment is torture.
Mass Effect is the only game I ever played where I read -every single entry- of lore in the encyclopedia. First game with achievements I did 100% on as well. I built my own Normandy models, even... both of the SR-1 and -2.
I hope ME4 is a return to form when it releases. I also hope the TV series I've heard about treats the franchise well... The story would do well as a prestige title IMO so I'll be super bummed if they don't do it justice.