The #35 en #34 were guessed fairly quickly, here's a second hint for #33 and a first for #32.
#35: People already live here even though this building is still under construction.
Hint 2: And they work there, shop there, eat there, go into the subway there, go to the doctor there, and more things. SimTower - Guessed by kenjab
#34: You must keep the pope happy or else the inquisitors will come for your family.
Hint 2: Those guys are pretty unfair. Your characters need to have a really high piety to survive if an inquisitor targets him. Medieval II: Total War - Guessed by Farsala
#33: Being chased by the antagonist makes it look like this game is in the survival horror genre, but it's not really.
Hint 2: The encounters are scripted though, and your enemy looks familiar.
#32: Chose one of three families, naturally one goes west over the mountains, the next goes east towards islands and ancient lands, and the third goes across the sea to the desert and fertile shores.