Deus Ex, Vampire: The Masquerade: Bloodlines, and Cyberpunk 2077. Like you said, they are games I like to get lost in, just walk/drive around in, soak in the ambience. I like to pretend I'm there; it's a great escape, like you said, comforting.

It's not exactly cozy or anything but mine is probably Mini Metro. It's just a perfectly crafted puzzle game in every single way, I can play it on my laptop or my phone or my Steam Deck depending on the situation, it's always there and takes enough focus that there's no room to be worrying about life at the same time. Absolute masterclass in audio design which makes it very immersive considering you're just looking at lines and basic shapes.

Or or course as someone else already said, sometimes you just need to blast some bugs in Deep Rock Galactic. For rock and stone!

Big pro of both of these games is you can feel happy about supporting the devs as they're both genuinely awesome, which might help with the whole depressive headspace thing.

Cities Skylines tends to be the game I return to when I just need to chill for a bit. I'll come up with some silly idea for a city, fire up a map I haven't built on yet, and see what I can make work. There's no endgame, no goals aside from what I feel like doing, just a sandbox and some toys to play with.

Mass Effect, Dragon Age:Origins, Fallout 4 and Skyrim are a must when I need to play something for a few days without being worried about not having enough time to finish the game, or missing something when playing while watching the kids.

I've played thousands of hours on them.

Used to be Test Drive: Unlimited, then the second one. After that, I moved to The Crew 1 and later 2. A big open world and car/motorcycle to ride around is unmatched when it come to just kicking back and relaxing in a game.

Surprised to be the first one to name it: Europa Universalis 4. Nothing better than to paint the map listening to either the EU4 soundtracks or your playlists.

Im barely on Reddit anyway but when I do replys always feel like they take ages

So this is a pleasent surprise already here on the lemmyverse

I like to throw on a Dynasty Warriors game and just mindlessly start cutting down swathes of enemies.

Cozy endless games like Minecraft, Stardew Valley, or Sims 4, where I can just get lost in the gameplay and don't have to stress out over objectives or missions.

One that I can think of is Journey. Another one that is pretty nice to play is Rime. There's a mobile game called sky or something as well that's pretty pretty to play as well.

Cruising around in BeamNG.drive is fun

For me it's the original Wild Arms on PS1. The translation makes the game a bit of a slog to play through. But, the soundtrack alone puts me into a happy place.

A sad story, made lighter by the friends found along the way.

Skyrim, fire emblem(anything 3DS and up, I haven't played the older games) and Warframe ❤️ these games always make me happy and comfort me if needed

I recently heard that a Skyrim was a comfy game and I'm one to agree. Now I haven't picked up the game in months, but I know I can go back and pick it up again knowing that I'll be able to get lost in the world of the Dragonborn.

Another one for me is Stardew Valley, and I've also started to play Veloren bit which could also go up there as a cozy game.

Mirrors edge is a series I always go back to. Really easy to fire up catalyst or the original and just focus on running really fast while I have an audiobook or some music on in the background. There is so many speedrunning techniques for each game that there is an endless depth to explore.

I used to zone out and blow shit up to music in Just Cause 2. Now I do the same thing in Deep Rock Galactic.

Kerbal Space Program and Rain World

Probably FTL. The game and the soundtrack are enthralling. I completely lose track of time playing it. But in a good way.

Edit: also Stardew Valley is my newest obsession.

It's very short, but if you need a small (big) dosage of weirdness - try The Good Time Garden. It's an experience that I like to go back to from time to time, always gets some chuckles out of me!

For me, it's Dragon Quest XI S. That game has been like a best friend since the day I got it. I never thought I would love a turn-based RPG more than Dragon Quest VIII, but 11 did it.

A Plumber of All Seasons Super Mario World romhack is super fun and beautiful game. One guy spent years to make it, it is a work of love.

For me it's Final Fantasy VIII, the first game I bought with my own money. Gaming was hard back then, I had no allowance or any sort of income. I bought games with money I got from Christmas and birthday. My friends all loved final fantasy VII and bragged about it but I just could not afford it when it launched. I bought Final Fantasy VIII on launch after reading glowing reviews on a local gaming magazine and I loved the game. I know the junction mechanic is flawed, I know the draw system is bad, I know the story isn't the best. I still loved it and played it to 100% a ton of times. Bought it in pretty much all platforms I own (including twice on Steam, even tho it was a ripoff). The game really makes me realize how far I've come in life and how fortunate I am on how everything turned out.

The Metroid series and Final Fantasy XIV

Slime Rancher 2 is my more recent go-to. Failing that, Super Mario World or Yoshi's Island will always do it for me

RDR2 Ik it's a little intense at times, but between missions its relaxing to just ride your horse around, craft/cook, and enjoy the beautiful scenery

For me it's Stardew Valley, Hollow Knight and Rollercoaster 1. Just building up my farm and getting to know every NPC in stardew is fun and I haven't played a game that let me feel progress and level ups as much as this game. Hollow knight is just so chill, the music is awesome and even though the setting seems depressing it spark so much hope for me with every new NPC. And Rollercoaster is just the dream of a child building an amusement park.

Castlevania Symphony of the Night is my go to. It has a pretty good pacing, with enough new things being thrown at you. Also since it's Igavania, there's a joy of finding new weapons / equipments, that's kinda lacking in pure metroidvania.

As you grow older, your eyesight worsens, and sore joints are becoming a common occurrence. So, I prefer it to newer waves of souls-like metroidvanias that require too much dexterity or precision platforming.

Half life 2 + Episodes One and Two, Portal, Civ 5. All fantastic games, completely unmonetized (except for the upfront price of course) and each with impeccable storylines (receipt Civ of course).

I just hope Valve make another game like HL2 or Portal sometime in the future. I'll buy it without second thought.

Minecraft

Tony Hawk's Underground 2. Been playing it since I was 2. 21 now

Civilization 4. Incredible quotes, amazing sound track, deep mechanics