I recommend CrossCode. It's a puzzle-heavy top-down action-RPG. Think 2D Zelda games, but faster paced and sci-fi themed. You play as Lea, an amnesiac who's trying to recover her memories by playing a fictional MMO called CrossWorlds. I love basically everything about it: the art, the music, the characters, the story, the puzzles, the level design; it's just great.

Aquaria

A very well put together Metroidvania. The map is very fun to explore, good boss fights, great music, and interesting story.

"good" is subjective, but I can recommend the Tomb Raider reboots.

I really liked the Edna & Harvey games

It Takes Two has a great protagonist

Final Fantasy X-2 comes to mind. I didn't finish it, but it's well-reviewed so...

A group of developers have created a version of the game and it's sequels that runs on modern machines: http://nolfrevival.tk/

Edit: this was meant as a reply to @KIM_JING_JUICEBOX 's comment. No One Lives Forever is a whip smart spy FPS that nails the Bond aesthetic but stars an unforgettable female protagonist, Kate Archer. Download it for free above.

Eternal Darkness: Sanity's Requiem. You play as many characters, but the primary main character is Alexis Roivas.

Dreamfall: The Longest Journey. After playing it for a while I couldn't stop until I reached the end. It looks aged now but controls are generally nice and the story is amazing.

Chorus is a space dogfighting game that's quite fun. Has good storytelling. Doesn't pad time with repetitive/recycled quests so progression always feels unique. Some people find the inner monologue of the protagonist annoying but it's fine imo

Great lists already. I'll add What Remains of Edith Finch

If you're into the anime aesthetic: Nier Automata, Atelier series, and Recettear. I think FFXIII is fun but people would argue otherwise.

The code realize games are pretty good. Also gonna shout out Pretty Princess Party and it's sequel Pretty Princess Magical Garden Island. They're both on the girlier side of things but don't get as much attention as they should.

By NOLF you mean No One Lives Forever? If so a quick search gave me this "revival" site, seeing the Windows targets i bet that runs on Wine

Alien: Isolation!

Some not yet mentioned.

• Heaven's Vault
• Mirror's Edge
• Portal 1 and 2 (technically, though she's mute and it's first person so not that it matters much)
• Slime Rancher
• Spiritfarer

A lot of good suggestions here. Remember Me and Mirror's Edge are also good, perhaps not as great some of the truly outstanding ones already posted though. But if you're looking for something with a cyberpunk edge, both will fit the bill nicely.

Just an FYI on the NOLF bit...

http://nolfrevival.tk/

This is a very obscure one, but there is a mod for Freespace 2 called Blue Planet: War in Heaven which has an amazingly well written story and female lead.

How about Final Fantasy XIII? The first game has a full sized party, but Lightning is clearly the main character and the focus. Second game costars Lightning's younger sister and a new male character. Third game is just Lighting.

Extremely retro, but currently available on the Mac App Store: Mess O' Trouble. It was a WorldBuilder game--think Infocom, but with static pictures you could interact with. I believe your choice of Daredevil Dawn or Fearless Frank had some impact on the gameplay if you got far enough, but child me never did.

Not seeing Transistor but if you want a female protagonist that will make you cry your eyes out at the end, I recommend her.

Games As Literature 101 has a documentary that goes into a deep dive about Red as a character.

Also some people used Red's song from Transistor as a wedding song 😃

Most games I can think of have been mentioned, but I found Signalis to be an interesting experience assuming you can get past the annoying inventory management