Terraria is already incredibly well-known, but it's still an indie title that was originally built on a very tiny budget, and it has an addictive mashup of action platforming and building/crafting/base management. I've probably played it for a couple thousand hours over the past decade, and I'm still playing it now.

Similarly, Dead Cells is an extremely refined action platformer with roguelike elements built by a ten-person French co-op studio (though the success of the game caused them to create a sister studio to continue its development that's not a co-op). "Like Dark Souls, but 2D and roguelike" isn't wrong, but it's got more flow and a faster tempo than the Souls games (with the possible exception of Bloodborne).

Cave Story is often heralded as one of indie gaming's greatest achievements, and for good reason. A classical Metroidvania, it shares many of the same themes and design elements as more modern indie darlings like Undertale (cute characters, excellent music, solid gameplay, darker and heavier themes than the cute exterior would suggest, multiple endings, etc.). The original game is freeware, and has an excellent fan translation. Don't play or buy Cave Story+, the publisher is a huge piece of shit who basically stole the rights from the original developer and made his life so miserable he almost gave up game dev (also the translation is awful).

The entire Touhou series is a high water mark within the shmup genre, with brilliant (and blisteringly difficult until you learn it) gameplay and excellent music.

Seconding Yume Nikki and Undertale; both very good sad games with strange and delightful worlds. Undertale has an incredibly charming cast. OneShot is in a similar vein and has very cute art (I haven't finished it though).

Lots of people like Space Funeral, Off, and the Lisa series, but I haven't played any of them. They're all in my backlog.