For the sake of brevity, Telltale Games The Walking Dead (the series) would be my #1 recommendation. Clementine's story (told across multiple games) is excellent.

The Last of Us Part 1 (I haven't played Part 2, so I can't comment) is also exceptional. In general, Sony exclusives tend to be solid: Horizon Zero Dawn, Ghost of Tsushima, and God of War (2018).