Playing Warcraft for the first time.
Getting lost in the world of Betrayal at Krondor for the first time.
Ultima Underworld, it was so massive!
Beating Diablo for the first time on Hell in Diablo 1.
Playing Ocarina of Time, the whole thing was epic.
Beating Contra on NES.
Playing Metal Gear Solid on PS for the first time.
Watching the tech demo for Half-Life 2 at E3 many years ago and realizing how much you can actually do in a truly immersive game.
Probably a lot more but those are the real standouts.