Super Metroid -- Immersive Exploration

I'd have to say that one of my absolute favorite video games of all time would have to be the Super Nintendo classic, Super Metroid, seeing as it was the first glimpse I ever had of gaming when I was no older than three.
The game has you play as galactic bounty hunter, Samus Aran, a woman who was raised by a species of aliens known as the Chozo after her colony was brutally massacred (save for her) by one of the space pirate leaders, Ridley.  Samus gives you a bit of exposition, as a species of creatures known as metroids were used by the space pirates to attack civilization. After she eradicated all but the last one, she left it in the care of scientists who (after she leaves) are promptly attacked. Upon receiving their distress signal, Samus (you) rush to the scene to find that Ridley has stolen the last metroid!

Ridley escapes to the planet Zebes, where you follow him to retrieve the last metroid. That's all the direction you have in your objective for the game. While the game gives subtle hints on if you're to go one way or another at a certain point, the game just lets you explore in however way you see fit. There are no fast travel screens to help you get from point A to point B, but you do have a lot of cool powers as you acquire them on Zebes' surface. One such power is the Speed Booster, shown here!

The game does a wonderful job of immersing you in the world that the creators designed for you, the player, to explore. The music used for every area is very atmospheric, adding more to the immersion the game brings. Zebes is filled with all sorts of creatures and odd monsters, even a bunch of bear-looking creatures that teach you a helpful technique.

The game challenges you to learn from the environment (as seen above), while giving you the exhilarating feeling of exploring unknown territory. With the free roam feel that Super Metroid gives its players, the game can be played in plenty of different ways and even encourages you to challenge yourself by giving you a hint at the back of the instruction booklet saying the ending of the game changes with the time you spent clearing the game. So, if you're interested in exploring a strange and beautiful world with next to no guidelines, try your luck at finding the last metroid!