I just started playing Asscreed Odyssey last week, having fun so far. A bit of a departure for the series, more of a Witcher-style open world action-adventure game in ancient Greece. You can select between player characters Alexios (male) and Kassandra (female), I picked Kassandra, I like her, she seems decently written and the voice acting is great.
Elden Ring is incredible, although it's silent protagonist (aside from grunts etc), and might be too difficult. I know many women who love it though.
CrossCode is an excellent neo-retro overhead 2D action RPG. Great combat system, puzzles, and story.
Valheim isn't very story heavy but it's an incredible exploration/survival/crafting game, one of my all time favourites.
Steve Jackson's Sorcery! Parts 1 & 2 (and sequels Part 3 and Part 4): Masterfully crafted interactive "choose your own adventure" videogame, pretty much a video-book with an immersive story and wonderful illustrations. Highly recommended, I've been enjoying Jerma985's streams of it. You're constantly making choices that will completely change the outcome of the game, there is a rewind button if you need it.
Control has already been mentioned by others, I also recommend it. Great writing, graphics, lots of humour in the environment. Especially if you're a fan of SCP. Honestly the combat got a little monotonous towards the end but it didn't overstay its welcome. The documents you find around the world are hilarious and well worth a read.
