There are many games that come to mind as possible contenders, including, but not limited to: Ocarina of Time, Bioshock, Shadow of Mordor, Thea: The Awakening, Soma, The Witness…
But if I have to pick one, it would probably be the original Deus Ex, just because it blew me away like no other game has before or since. Before playing this game, I had come to expect games to be linear, meaning you can only progress through the game in one way.