Tough one for me to decide on but I am going to say Splinter Cell. First one. I am a millenial and I grew up playing that game and I just loved the Tom Clancy story (RIP).
Runner up is Halo.
Not sure if it's the greatest video game of all time, but it's definitely the greatest of the Elder Scrolls games. The graphics and gameplay are obviously very dated, but the depth and richness of the story and player choice and consequence blow Oblivion and Skyrim out of the water.
Morrowind, second that
Morrowind, easily.