Honestly, I just boot up an emulator and start replaying games that I grew up on. Whether Donkey Kong Country, Crash Bandicoot, Pokémon Gold/Silver, Croc: Legend of the Gobos, Tony Hawk's Pro Skater, Jet Set Radio Future, or even The Emperor's New Groove tie-in game
(don't judge) they all just fill me with nostalgia and give me a sense of comfort and coziness while playing.
My ultimate cozy comfy game is probably Unreal Tournament '99! Odd choice I know, but the music, maps, weapons, is all just such a joy to play. Plus no modern FPS multiplayer mechanics. Just straight up fun gameplay.
As far as something more modern, Bomb Rush Cyberfunk 

You called down the thunder, now reap the whirlwind







