Cliche a this point, but for me it might be Witcher 3.
I remember playing it for the first time and coming across the bloody barron, and just thinking what a piece of shit this guy was. Then you come to the end of his quest and you get the option of "tell me your side of the story", and at the time I thought there was no way to make this guy redeemable, but then after actually hearing his side of things I actually felt a bit sorry for him. It's not that you condone his actions, but you see where he's coming from. And there's so many instances like that throughout the game where you meet these people that you just think are terrible, but they're so well fleshed out they're never just generic "bad guys."
For most of my life my favorite game was fallout 2, maybe arcanum, maybe some snes rpgs -- but it hadn't changed in years. But now at the age of 35 I might have a new favorite game and it might be Witcher 3. When I finished that game I legit put down my controller and just sighed like I had finished a really great book. It's incredible imo.