The murder mystery Higurashi is a major Visual Novel, if you are curious about this genre read this review!
The Falconers: Moonlight places the gamer in early colonial New Zealand as a horror-hunter named Cassie, whose role is to protect colonial citizens from the supernatural.
Nekopara is a cute anime visual novel about a family of catgirls and their owners. The fourth title in the series, Volume 3, was recently released on Steam.