Dark Souls.
I remember the first game I played was Super Mario World on the SNES at my cousins place.
That game enthralled me because I was not good at it, but each time I played through after losing all my lives, I had the chance to get a LITTLE further, to DISCOVER something which I had EARNED.
Most games I played after that on Playstation 1 and 2 or Xbox had a lot more hand holding. There was not such a sense of achievement, though I learned to appreciate stories in games much more then.
Then I played Dark Souls 1. My BF at the time told me about it, and good god did I struggle with it. But like SMW, I found such a large sense of achievement as I inched further into the game. The non-standard story telling in the game was also really interesting, learning about this ancient lore from items and weapons and armor that I would find in the most desolate and obscure places of this dying world.
The combination of what I loved from high difficulty early games on the SNES in conjunction with what I loved from the story of games on later consoles were both present in Dark Souls, and to this day it holds a very special place for me.
Since, I think while Dark Souls 1 and 3, and Elden Ring have some of my favorite gameplay, Bloodborne has my favorite story of all time.
In Fromsofts games the world building is incredible and the difficulty is treacherous, so the journey is worthwhile.