I haven't played every game ever made but there are only a few titles that I've never experienced that I wish I could have tried. Two of them are:

1. K.C. Munchkin for the Odyssey 2

The game that was infamously pulled from shelves due to Atari winning a court case where they argued that it infringed on Pac-Man (which Atari had the home rights to) was an impressive game nontheless. With an unlimited amount of mazes, only one life, moving dots and power pills and the ability to create your own mazes K.C. Munchkin was way better than VCS Pac-Man. Never have played it.

2. Seaman for the Sega Dreamcast

I owned a Sega Dreamcast but was too spooked to spend big money on this ground-breaking game. Seaman was an early example of a virtual pet game from Yoot Saito where you would raise a fishman and care for him like he was a real pet. You would use a microphone to talk to him. Leonard Nimoy handled the tutorial. To this day, I regret taking a chance on this one.

A lot from PS2 is on my list... I owned a ps1, and a PS3. I also have a PC so PS4 won't have much that I'll miss other then exclusives. and Xbox Exclusives don't appeal to me.....even if they did, it seems like many of them will also come to Windows this gen. Maybe PsNow will help catch up.

Shenmue 1 & 2, Burning Rangers, Super Castlevania IV.

A lot of JRPGs ...

I wish I got to knew some of them better before ushering into the 7th gen but oh well ...

Resident Evil 4.

Most of those JRPGs on my side were on Sega CD and Sega Saturn. A lot of great titles on both machines like Albert Odyssey, Lunar and Popful Mail.

Pretty much all JRPGs prior to the 7th gen and the 360...

I definitely want to go check out Lunar so I might just pop out my PSP one day ...

It's never too late...

However I would have loved to be a Japanese gamer in the 16-bit/32-bit days,they had all the good stuff

Chrono Trigger
Resident Evil 4
Castlevania IV
Animal Crossing