I just finished Anna - Extended Edition. Kinda interesting adventure/puzzle game with heavy horror vibe to it. From colorful cheerful exterior into dark and creepy interior of the game, it was pretty interesting experience. Some of the puzzles were kinda weird, but I figured out most of them on my own. It'll certainly remain in my memory because it is special.
The other one I've finished was The Vanishing of Ethan Carter. Has kinda similar vibe to it as Anna. Except it is split into two worlds, one is persistently beautiful and colorful and the other one is dark and creepy. One of the best looking games I've ever played. A bit short, but surprisingly interesting despite not being action packed. Story is also really strange and bizarre and while I think I understand it, it I'm still unsure if I understand it correctly. And that's in a way cool, because it makes you think about the whole thing a lot.
Since I was in the same mood, I've tried Dear Esther which I've bought long ago. This one didn't impress me all that much. Granted, Source Engine used in it creates incredible sceneries and atmosphere. I could never say it's not Source Engine if I didn't know it. But the main problem is, the "game" is literally a walking simulator with narrated text pasted over it. Absolute absence of any kind of interactivity except walking makes it really dull and boring. If there were puzzles like in Anna and Vanishing of Ethan Carter, I'd probably be very amused. But I simply got bored just walking around listening to voice speaking things just vaguely connected to the sceneries in the "game". The first two games I highly recommend, Dear Esther, I simply cannot. Unless you really like games that aren't really games on any level, shape or form.