Guessed by @Bofferbrauer2 

The philosophical puzzle series where you can enter heaven wielding an axe. Also it's very good. Both are among the very best puzzle games I've played and actually quite challenging on top of having a great story. The first is also one of the Steam games in which I have some of my rarest achievements (not counting the game I made myself).

Just for info I have a pretty busy week ahead of me so probably won't be super active with updating the title and such

RuneScape then maybe?

I thought that was free to play tbh. No it's a good deal newer.

New clues.

#35

• Third of four in a series of 13 so far

#34

• A game about revenge that only leads to worse outcomes for everyone involved

#33

• A secret mission in the frozen north that takes place at the same time as the first game in the series

#32

• The origin of the Dragon and the Mad Dog

#31

• When it rains, the path to another world opens

#40: This game series from Stardock got often called a successor to Master of Magic, here in it's third iteration. Nobody found this one. It's Fallen Enchantress: Legendary Heroes, the third game in the Elemental series, which, as explained in the hints, replaced the two previous versions on the storefront. The first entry of the series actually gets remade now, too.

1. It's the technically the third iteration like I mentioned above, but also the first iteration, as the second replaced the first and the third replaced the second one entirely.
2. You start with a sovereign of your selected nation and build an Empire (evil races) or Kingdom (righteous races) out of it
3. If you follow the story, you'll find out that it's actually a prequel to the Galactic Civilizations series, as the planet is Altair, the homeworld of the Altarians.
4. Your units, you design, but your heroes, you recruit and equip personally.
5. If a unit dies, they stay dead, while when a hero dies, he'll be alive after the battle, but with a debuff that needs a special and expensive potion to remove.

#39: Thwart a global alien invasion with your handful of soldiers

1. It's an hommage of a series that was big in the 90's and still gets some games out now, but unlike those who mostly played in the future, this one starts in an alternate late 70's.
2. Unlike the X-COM series, here telepathy does nothing
3. You start out with assault rifles and will go over laser to plasma weaponry later in the game 
4. The invading alien fleet includes Sebillians (Big lizard-type guys with regenerative powers and poor eyesight), Ceasarians (The stereotypical greys, with a big head, good eyes and low health, later joined by reapers that are deadly on touch, robotic Androns, Drones, teleporting Harridans and finally psychic Praetors.
5. Both this game and it's successor, which is still in early access, have been financed through Kickstarter. And in the second one, you can also find me as one of the soldiers.

#36: Game over, yeah! Sega Rally Championship, found by Salnax

1. Probably the Killer App of the Sega Saturn

#35: Doublekill!

1. Flak Monkey

#34: In this game, you steer a character from the womb until college graduation. 

1. What you can learn depends on the stats you gain each year in the brain grid

#33: A post-apocalyptic game with a bit of silliness included

#32: Your mission: To slowly terraform Mars into a habitable planet

36. Sega Rally Championship

35. Unreal Tournament

32. Terraforming Mars?

40. A crossover between a hack and slash series and an action-adventure series.

39. Another 5 years of discourse about this game's story.

38. Over a third of this early 3D game's file size is due to its memorable voice acting.

37. A remake of a popular 1999 RPG.

36. Lawn of the Dead

36 is correct, 35 is the correct series but wrong game, and 32 is wrong 

37: Baldur's Gate enhanced edition?

36: Plants Vs Zombies?