I don't know why, but I can remember vividly how my older brother played Kings Quest III on what must have been our old a monochrome 286. I think I must have been 6 or 7 at that time (I'm now 29) but I was immediately hooked on the idea of being able to do virtually anything in this computer world. I could not make sense of the text parser and the game was in english (I'm german), but I enjoyed watching my brother play (although I was really scared of the wizard!).
Later my brother gave me Zak McKraken and we used to play it together (This time I was scared of the Aliens ). From that time on I loved games which I could play at my own pace and which focused on storytelling while interacting with an interesting game world.
Not only Adventure games can create that kind of feeling and I think Psychonauts is a very good example of a highly immersive game! I never got into RPGs that much, because I considered the heavy focus on fighting stressful.