>>3820253 (OP)
Eschalon Books trilogy are all solo RPGs. The system is counter-intuitive though, prepare to make a few restarts. Otherwise, a very comfy journey.
Beyond Oasis on Sega Genesis is a decent Zelda-like in "Arabian Nights" inspired setting.
If you don't count the dog, Secret of Evermore is a very fine solo(duo?) adventure full of soul and memorable setpieces. Grinding Alchemy can get kinda annoying though.
The Roguelike Trifecta - ADOM, Nethack and ToME - fits as well, though actually beating these games is a task that can take months, if not years.
Baroque's PSX/Saturn version (PS2/Wii releases fucked up the atmosphere) is as solo at it can get. Trapped alone in the nightmare world where humanity is completely dead makes for an interesting experience.
Elvira 2: Jaws of Cerberus fits, climbing around stage sets made real completely alone and all. There are some moments that are baffling there though, so get a guide.