Ooh I got a few of those. Here are the ones I think are the most unfairly unappreciated, in descending order:
Wuppo, a platformer about fighting giant bosses with a gun but also about self-improvement and being nice. Very refreshing and wholesome.
Closure, a puzzle platformer where only that which is illuminated exists. Hard as nails and forces you to take a new perspective on physical reality.
Gateways, a 2D portallike that not only allows you to portal through space, but also through gravity, scale, and time. Endgame puzzles have you combine all these mechanics, causing you to run around with multiple miniature upside-down time travel clones.
Cradle, a short sci-fi puzzle adventure on the Mongolian steppe. The state of modern civilization is gradually revealed through your interactions, but you never witness it directly, given that the only sign of civilization here is what seems to be an abandoned amusement park.
Heartbeat, an RPGMaker monster battler where the monsters also have their own society. It's got an upbeat and uplifting atmosphere but it's not afraid to get dark and serious at times.
Osmos, an ambient-atmospheric game build around the concept of conservation of mass. You're a cell which has to grow by absorbing smaller cells and avoiding getting absorbed by bigger ones. You're forced to survive in different situations like a gas-like environment where ever cell is bouncing around chaotically, or a solid-like environment where every surrounding cell is perfectly static and you have to navigate to absorbable cells by careful and minute adjustment, or a solar-system-like environment where you and all other cells are orbiting a cell with its own gravity.
Zeno Clash, a fantasypunk first-person beat-em-up. It's aggressively weird, but it uses this to great effect to play with your expectations.
Shatter, the best breakout clone I've ever played. There's really nothing more to be said.
Hexcells, a tough but satisfying logic puzzle game. It's like minesweeper, but in addition to information about adjacent cells, you also get different kinds of hints about marked cells in rows and columns, contiguousness of the surrounding marked cells, and the number of marked cells in a 2-cell radius. It frequently seems impossible but every puzzle can be solved without guessing.
Teleglitch, a survival horror roguelike. This is without question the hardest action game I've ever beaten. The sense of escalation is exhilirating, as you scavenge and tinker your way from improvised nailguns and modified shotguns to tesla coils and bullet-reflecting armor, which you're forced to do as the enemies you face get ever bigger, meaner and more deadly. Every step into a new area feels like overcoming impossible odds, but you gradually gain the skills you need to succeed: How to conserve ammo, which weapons are best against which enemies, what weapons and tools are best to craft, and what route through the levels gives you the highest chance of success. Only so far down the list because it's relatively well-known, but it's the best action roguelike I've ever played.
Lumino City, a handmade papercraft puzzle adventure. Beautiful to look at, great soundtrack, just overall a wonderful time.
One Finger Death Punch, a two-button kung fu action game. You're a stick figure and stick figure enemies come at you from both sides of the screen, and you kill them by pressing the left or right mouse button. The game executes this simple concept with astonishing mastery, and it provided me hours and hours of fun.
Opus Magnum, an open-ended puzzle game based on alchemical engineering. I consider this the most accessible of the Zachtronics games, and it has a great story to go with it too.
Shelter, a game about being a badger mom taking care of your pups. Short, but it'll stick with you.
Wandersong, a game about saving the world with song. The first (and second, and third) impression you'll probably get from this game is that it's sickeningly saccharine, but its relentless optimism in the face of certain doom is infectious, and even if you might eventually start to find it grating, the game makes a turn I found quite surprising and impressive, but I shouldn't say more than that.