If you like world building, I recommend the FromSoftware souls games. Elden Ring would be the best first option out of all of them, but they can be pretty light in the actual narrative, aside from maybe Sekiro.
Edit: Nvm, just saw your first reply
Hades has a fantastic narrative with great characters and world building. Your enjoyment will come down to if you like rogue-lites.
Have you tried the God of War series?