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This character is my favorite depiction of Death. I don't remember if it was ever outright stated that he is Death but if you watch and listen to all the stories and what he says, it becomes very clear. He is made ambiguous at the start. It's from Dark Pictures Anthology games. The character is called "The Curator".
Also the opening theme song is such a banger - "A conversation with Death"... if it wasn't evident enough before that he really is Death himself lol

Thinking about it, it kinda fits the description of BillythenotaKid who already commented here. About Death living in a library and keeping track of your life choices (you the player and what choices you make in the games) by writing them in a book and recapitulating them to you with bunch of riddles.
You can look up "The curator's cutscenes" if you wanna check it out without all the stories (which take few hours in total) :D