Agree with mentions of Banjo-Kazooie and Super Mario 64.
GoldenEye - Dam is pretty cool. Maybe it's the nostalgia, but felt like there was a lot of depth to the level, as a lot of it was only relevant on the 00 difficulty so it felt like there was a lot to uncover the more you played it.
The initial exploration of the mansion in the original Resident Evil is a near unrivalled experience for me in gaming.
Caves in the original Tomb Raider I think does a good job at setting up what the game is about. That sense of isolation and discovery, the lack of music except at critical points, and the general atmosphere.
I like Super Mario Sunshine a lot, and find Bianco Hills to be a fun first level.







