Might & Magic: World of Xeen (Darkside, actually) was my first rpg, and I love that game to pieces. It's my comfort food. So many monsters, spells, NPCs, quests, items, oh my! The whole first quarter of the game was a real eye-opener. I had a "wow" moment playing it again many years later when I had the instructions to really get to the heart of Temple of Bark. Also the genie's revenge was a surprise. Consequences to my actions? In a game??

Wolfenstein 3D: my first fps, better graphics than I knew you could even see on a PC. After years of monochrome, CGA and EGA, I thought it was almost like TV. Coming face to face with the first boss was "wow" -- I think I was yelling the whole time with the firing button held down. Knocking off Hitler's mechasuit and finally killing him was another wow. Getting cheat codes was yet another wow!

Willy Beamish: the creepy babysitter. I don't know if it was "Wow" but it sure was a shock.

Crusaders of Might & Magic: the demons revealed. It actually gave me goosebumps.

Star Wars Mysteries of the Sith: not a nice surprise, the weapon situation in the last level. I was fully loaded going in, dammit!

Chex Quest: Yes, Chex Quest. I couldn't believe the disc that came in the cereal box was actually a damn fine Doom conversion.

Morrowind: lots of ooh and ahh, but one thing that I found really outlandish was the pervy NPC who made you strip for him. You just don't feel right after that. Where can my character take a hot shower?

Did anyone already mention picking up the poo in Duke Nukem Forever?

The first time it rained in The Witcher, the first one that is. I'm about to talk to some NPC and all of a sudden they've buggered off and ran under cover. I'm standing there like "hey WTF? get back here, where are you all off to?".
I'd never seen that before in a game (though i know someone will tell me where it was done earlier), the NPC's usually just stand around in the rain like idiots as though nothing has happened. And right about as that thought sunk in, i then realised that i'm the one standing out in the rain like an idiot. It's quite sobering finding out that the NPC's are smarter than i am.

Unfortunately the rest of The Witcher was a bit disapointing for me, just too many little cut scenes and too much scripting instead of just letting me play. But i won't forget that rain.

Shin Megami Tensei Nocturne - The conception.

The first mission of Mass Effect.

The euphoria physics in Grand Theft Auto 4.

Metal Gear Solid 3 - The Fury.

The first mission and intro of Metal Gear Solid 4.

Being outnumbered in Rome Total War and executing Alexander the Great tactics and winning.

The neighborhood and wedding missions in Hitman: Bloodmoney.

All of Ninja Gaiden 2.

The final turf war boss fight in Hotline Miami.

All of Max Payne 3.

The first time i managed to actually complete a full lap of the Old Nurburgring in Grand Prix Legends with all 4 wheels still on the car (and only slightly bent suspension).