I was recently thinking about Phantasmagoria: a puzzle of flesh. Which I played in High School, so it's stretching the memory a bit. It isn't a game I'd ever recommend, by the way, but there were some aspects of it I found interesting. It is a far more mental story than the first Phantasmagoria game. And it was brave enough to explore abuse, mental illness and its treatment, bisexuality, and S&M. I had some admiration for a game attempting so many difficult themes, though ultimately it really disappoints.
If you don't want spoilers for a old, not terribly good adventure game then stop reading now.
At the time, I didn't understand the ending. After exploring a relatively serious real-world setting, we suddenly find ourselves in a brightly-coloured, alien landscape. I assumed this was part of the main character's hallucinations, which had been getting worse throughout the game. But it was still very jarring.