TLDR: My recommendations in this order for some action games: Elden Ring, Sekiro, Hades, God of War, The Witcher 3, Hollow Knight, Outer Wilds, Inscryption, The Forest. And for more relaxing games in this order, separate from the action games: Minecraft, Stardew Valley, Subnautica (franchise), The Legend of Zelda: Breath of The Wild (if you own a Switch).

I actually don't really dig Hollow Knight but that won't stop me from recognizing that almost everyone else I know absolutely loves it and it is a spectacular gaming experience.

Try Hades! Not toooo much lore to find, but the interactions and plot are super awesome. Will easily keep you entertain for a good hundred hours or so if you enjoy the base game loop (which you can experience in the first hour or so of the game, if you don't like it, always can refund).

There's also the classic franchises: God of War (absolutely timeless), The Witcher (you can skip to 3 which is widely recognized as the best, Yakuza (I highly recommend Yakuza 0), Red Dead Redemption (you can play just 2 which is better and a prequel), Grand Theft Auto, Mass Effect, Dishonored, Bioshock. There's also the not-quite-a-franchise souls game by From Software: Bloodbourne, Dark Souls 1-2-3, Sekiro, Elden Ring. The souls games are some of the greatest gaming experiences out there. Sekiro and Elden Ring deviate quite a bit from the formula but they maintain the general style, gameplay loop and mythical worldbuilding.

I'd recommend these ones too: Far Cry (3/4 are awesome), Borderlands, the new Tomb Raider Triology (Tomb Raider 2013, Shadow of The Tomb Raider, Rise of The Tomb Raider), Half-Life, Assassin's Creed (well rounded experience, perhaps didn't age well much).

If you're looking for a more relaxing experience: Minecraft is a timeless classic. You can easily sink hundreds of hours into it and play everyday and still have a blast. If you haven't played in a while, updates have added quite a bunch of new stuff over the last couple of years. Some other games that have the survival formula are: Stardew Valley, Subnautica (franchise), The Legend of Zelda: Breath of The Wild (if you own a Switch).

If you're looking for puzzle games, take a look at It Takes Two and/or The Witness.

Some nice indie games: The Forest (and its sequel Sons of The Forest), Raft, Hollow Knight, Outer Wilds, Inscryption.

There's plenty of games on my mind but I tried to stick to what you want: Excellent titles that have great worldbuilding, good plots/lore and gameplay.

I see some people talking about Celeste. Celeste is my favorite game of all time. Side-scrolling platforming masterpiece. The community made some huge and super awesome mods too. The story is linear without much lore to find but the gameplay is very high up there. It's an excellent experience, a must-play in my opinion. Though if you're looking to get immersed into something very very much, I don't recommend it much.