That's a hard choice. Thinking back several games have made a lasting impression, probably the most notable being Sonic 1/2/3/S&K, Theme Park, RollerCoaster Tycoon, Super Smash Bros, Wind Waker, PowerStone, Tales of Symphonia... and a few others
But if I had to choose 1 I'd say:
The Legend of Zelda: the Wind Waker.
I'll probably be impaled for that, but it was the first Zelda game I played and I couldn't get enough.







