Abandonware Role-Playing (RPG) games
Role playing games (aka RPG) are the top immersive games. Close to the adventure type, these games are often more deep in character customization and the player have a big world to explore. In some games the player control up to four characters like in the dungeon & dragon game system. Through the game, the player usually fights monsters, receive loot in its inventory and gains experience to boost the characters statistics.
In the Role-Playing (RPG) genre, you may want to play 10Rogue, 2400 A.D., Abandoned Places 2, Abandoned Places: A Time for Heroes, AD&D Dark Sun Online: Crimson Sands. Those are just suggestions, you are welcome to download any game!