Call of Cthulhu
If you like Eldritch horrors and challenges far beyond human comprehension, this game might be for you.

Call of Cthulhu finds its roots in the works of H.P. Lovecraft and his monsters, but the lore of this game has been expanded far beyond the original source. It has changed and morphed into something quite its own.
This game has been around for decades, and there are several editions. The newest is the 7th edition. Here you will usually play in a 1920’s setting, in the fictional town of Arkham Massachusetts. But the game is not restrictive, it can easily be adapted to other periods and places. Call of Cthulhu Gaslight, for example, sees you inhabiting the 1890’s.
In Call of Cthulhu, you play as investigators facing off against all sorts of horrors, ghosts, demons, and occasionally, one of the great old ones.
To play, you need acces to the core book, and a set of “standard” gaming dice. Call of Cthulhu mostly uses the percentile dice – the pair of ten sided dice in your set – but you may need a few of the others if you ever need to roll damage on an attack.
You can find a free starter set from Chaosium here.