Man, where to begin? Prototype, Vampire: The Masquerade: Bloodlines, Bioshock, Oblivion, Fallout 3...
For me, I especially want to forget about the sprawly open-worldy-type games. I can practically travel around Cyrodill with my eyes closed, but I remember first playing Oblivion. I had no idea what the limits were, or if there were indeed limits at all.
Prototype and Bioshock...the problem there was that I looked up the ending before playing the game, so I knew what was coming. You can imagine why I might regret that.