Honestly there are many I could think of, and would be content with replaying for the first time. However I think I will go with S.T.A.L.K.E.R. Shadow of Chernobyl on this one, not one of the greatest games of all time but something about the atmosphere of the game was very eerie the first time through. Going into the underground labs and fighting mutants you had no idea existed...that was actually the scariest experience I have had from any video game I have ever played, and I am not trying to brag, but I don't scare easily. SoC had me on my toes throughout most of that first playthrough. The subsequent playthroughs weren't as great, since I would easily know what to expect in what places.