BioShock
Set in the 1960s, BioShock opens up with our protagonist on a plane that happens to be flying over the Atlantic Ocean. The plane then crashes, thrusting Jack into the middle of the ocean, to which then he swims towards a strange lighthouse.
He finds an elevator that brings him down below into the ocean, in which the players gets a first look at the underwater utopia of Rapture. Well, it was meant to be a utopia built by a businessman named Andrew Ryan, but once you get into the swing of things, you soon realize that this decrepit underwater city is not the utopia that it was planned to be.
Exploring Rapture for the first time and investigating the mysteries behind everything is one of the most immersive first-person experiences ever. And once you run into a Big Daddy for the first time, you’re gonna wish that you had drowned in that plane crash.