It's hard to tell because I have played a lot of games but that comes to mind immediately right now. I would say:
Red Dead Redemption 2.
Garry's Mod.
Titanfall 2.
Red Dead Redemption 2 is a game that I absolutely fell in love with and it's one that I regularly go back to just lose myself in and still find new things in it. Arthur Morgan might just be my favorite protagonist of anything ever. It's still one of the best looking games ever made. The game looks like a painting. And you know they did something truly special when they managed to make my ADHD ass enjoy just walking in a game without running.
Gary's Mod is an odd pick for me because I almost thought about leaving it out because I cannot like don't see it as a game. I have thousands of hours on it and most of my time has been spent exploring empty maps. It's more of a tool of relaxation for me than anything else but it's deeply meaningful to me. If I had to summarize it, I would say that the Source engine is my home.
Titanfall 2 is simply the best FPS I've ever played. Both multiplayer and solo. It's amazing. I have spent weekends just playing the main campaign on max difficulty on loop without ever getting bored and the multiplayer was fucking fantastic.
In therapy I used it mostly to hold against me and also I had it locked in my arm and I had my head rested against it. At home I have a larger one which originally I wanted to take with me because it's the one I use the most as I sleep with it but it just didn't fit in my bag.
How it helps me is difficult to explain, but I can tell you that, with my large one, I have a tendency to instinctively reach for it, when I'm unwell, I'm subject to panic attacks, for example. It helps. I just hold it tightly against me. Or, I rest my head against it, that kind of things.
That being said, I'm also someone who has childhood issues and I suspect I have a bit of age regression going on in my head. It helps me connect with my inner child. Allowing myself to have plushies, to have toys like that, even as an adult, is something that took a lot of effort on my part and is one of the ways in which I self-care to allow myself this.
When Reddit's API debacle happened lots of people moved away. Some deleted their comments, some edited them with a message in protest. But sadly the consequences is that a lot of history and useful information got lost in the process.
I don't know how I feel about this. I understand why it's done and even why it needs to be done, but it still makes me sad considering the amount of times where Reddit saved me from massive headaches with IT stuff and so on...
My dream, right there.