STALKER SoC. I loved that first time I went to find Strelok's stash, and figured it was just more of the same, and being proven terribly, wonderfully wrong. Or the first time I went into X-18, expecting something just as bad as the Stash, only to find that it got even better/worse.
Blazblue. I went in knowing only three things: It was a fighting game; there was a character named Iron Tager, who was slow-moving; and there was a guy with a mask and a sword. What I got turned out to be quite possibly my favorite fighting game to date.
And finally, Demon's Souls. My first hour or so was nothing but tedious, agonizing death. But as soon as I reassessed my character, and strategy, I was having the time of my life getting the tar beaten out of me by all sorts of terrible monsters. If only I could relive those feelings of slaying the Man Eater, Flamelurker, or Old Allant, or the time I fought off my first enemy player by punching him off of a stairwell in 3-2.
...KotOR and others come to mind, as well, but the ones listed above are what I really yearn to re-experience.