Definitely Majoras Mask. Most fun I've ever had playing a game. And I was so young so I didn't know much English at the time, which made it an even bigger adventure. Such a great game. Of course I don't think it's the same amount of fun now these days, but the memory of it will always remain.
After that I'd actually have to say Bioshock. Some people might disagree, but I think it had one of the best stories EVER. So interesting, weird, creepy and cool. And at that time the gameplay mechanics was pretty amazing! So yeah.