Very challenging, but also very satisfying
"Simple, yet effective" is probably the best way to describe the independently-developed puzzle platformer VVVVVV. It looks and sounds like an old Commodore 64 game and doesn't have a lot of the amenities that many other platform games have (no jumping, enemies, power-ups, locked doors, etc.), but it uses what it has in good fashion.
The key to the game is to find your missing comrades, who were separated from you after a trip through a parallel dimension. After completing the tutorial level, the world is mostly open for you to explore. Careful movement and observation of your surroundings are the keys to survival here. Some of the rooms you pass through can be sadistically difficult - a few pixels too far off your path can lead to a very quick death...over and over again - but never deliberately try to cheat you. Luckily, checkpoints are plentiful, and you can save anywhere, so you can get back to where you were without having to do too much retreading.
VVVVVV is short, and can be finished in about 90 minutes, but if you're willing to endure dying a lot in order to push yourself through to the end, you'll find a very satisfying journey ahead of you.