Some different examples:

Eye of the Beholder III: I bought it over 25 years ago and still haven't played even EOB1 - it was always my plan to play them all

Chrono Trigger: I've played dozens of JRPGs and year after year I mean to get into CT but never have

Command & Conquer/Red Alert: over 25 years ago I copied from cousin C&C and have since bought Red Alert 2 and C&C Generals (Deluxe Edition)... and still have played none of them

Warcraft III (+ Frozen Throne): been waiting few years (RTS is one genre I've piled up, western RPGs being another, as well as EA sports games and Sims)

Medal of Honor: Pacific Assault/Airborne: actually more recent acquisitions, but still, having two of them

I-War: I did try to play it but after hand holding tutorial it drops so hard in the deep end I gave up

Deus Ex: did try it back when, but left it for later after frustrating early death and never restarted it

Fallout 2: one of the few games I've left unfinished, after playing to about halfway. I think I was playing something else at the same time and getting close I thought I'd finish that off and played a week or two just it and then never got back to Fallout

As someone who thinks that all those "Top XYZ games you must play" lists are load of crap, since, from my POV, there isn't one single game you MUST play, my personal shame list is very short - I have not spent enough time with Ultima IP as I should have, being that CRPGs are my favourite genre.

Great thread idea!

To be honest I don't really have a list that I am ashamed of, as I consider my time quite valuable (as is everyones else) and I do manage to play some of the best games that I think I would like. But there are some that I never played (or just barely played) that some people might find upsetting, and I think I would enjoy.

Here it goes:

1. Any Gears game after the first one. I really liked the first Gears game, but it went down the Xbox route and I never got back onto it, after it finally arrived back to the PC, even tough it's one of the more unique IP's out there and I genuinely like cover shooters.
2. Forza Horizon series. This is yet another arcade-tilted title that I never tried even though I know it's an amazing series.
3. Splatoon series. It looks so awesome and fun, yet I never got around playing it. 
4. Eternal Darkness. This is maybe a lesser known game these days, but oh boy I wanted to play this bad boy. 
5. Any MGS game post Snake Eater, meaning 4 and the two 5 games. Was never a fan of these games, and I never finished a mainline entry.
6. Resident Evil 8 and 9. Huge fan of the series, I am just so burnt out of ultraviolet content at the moment. RE7 is one of my all-time favourite games. 
7. WoW. I have seen people playing it around me quite a lot, but I never got into MMOs and this one did not change my mind.
8. Dragon Quest series. Now I know I played some of them, but considering that I can't even remember the entry... yeah.
9. The two Ghost of... games. I love Sucker Punch but I never got around playing these two games. They are planned, but I have no idea when I will get around playing them. 
10. Ultima titles. Just as with DQ, I know they are insanely important franchises, and I know I played a couple, but I have no clue which one were those. Except knowing of their existence I am completely out of touch with them.
11. Anything major on Dreamcast. Yeah, this is cheating, but it's true. I did end up playing some of the ports, but most games are still untouched on that platform. 

So here it is. Some old, some new, some in between, tried to cover several eras. I am sure there are more, but I think this is fairly representative of the games I have actually never played. There are a bunch that I barely played (looking at you The Witcher 3) but these are the ones that I never actually touched. 

Haha, glad that someone else feels the same way about Ultima. It amazes me how much it had fallen out of online conversations, considering how huge it was at one point. 

I have games dating back to the 20th century still in their original packaging... not because I am investing in packaged games, but because I had undiagnosed ADHD, struggled with impulsivity, and simply forgot I bought those games for years. These include multiple old Persona games... I still have yet to pop in any game from that series, despite owning several. It's even worse for music CDs and films on laserdisc and DVD... I don't even think laserdisc exists in any form anymore.

I hear you, the ”shame” part of the thread also isn’t meant to be taken seriously. We all have our priorities in life, limited time, and it is better to take the time to go in depth with less games than to rush through more.

Still there are some games many of us feel we need to play 😂

Yeah, influence of Ultima is widespread across the industry, without most people even realizing it (everything from Zelda and Dragon Quest, to latest like Baldur's Gate 3 with well known Vincke's fetish for Ultima VII).

I only count installed games. Half way through Baldurs Gate 3 and I wanna play Kingdom Come Deliverance 2 but stuck daunted at 4 hours in. 

I guess there's a few more on there too. Spiderman 2. Car X Street. Unicorn Overlord and a few more than I am at various states in. 

Shame is probably an exaggeration, but I'll bite.

Pretty much every game released before the 2000s that is popular

I haven't spent much time on games released before 2000, though some like the first two Mother games, Final Fantasy VII, Super Mario World, and so on I have played.

It's a lack of skill and patience I suppose. 

Metroid Prime

Bioshock series

Greek God of War games

Can't get past the first boss when I tried the first game.