Alan Wake is the protagonist. Also his initials spell "A. Wake" (like "awake", yeah, consistent with the themes of the game).

Baldur's Gate is the city in Forgotten Realms, setting of the D&D where the game takes place. In the lore it's named after the hero Balduran who built a wall around what would become the city.

Its predecessor System Shock dealt with the technology turning against humanity. Here it's more about human biology and biological and societal experiments doing the same. Though this is just one interpretation.

Infinite realities, infinite lighthouses etc.

Castle + Transylvania (because Dracula)

Celeste is a mountain in British Columbia, Canada, which Madeline, the protagonist, is attempting to climb.

The game takes place at the Federal Bureau of Control, an organisation aimed at containing and researching objects and phenomena that violate the laws of reality.

It takes place in Detroit and is about androids gaining consciousness

Deus Ex as in Deus Ex Machina - God from the machine, a literary device when the unsolvable problem is resolved by a random "divine intervention". It both refers to some characters attempting to acquire god-like powers and is a critique of bad storytelling in games of that time.

Disco refers both to brief fad of the past as in disco music and also to latin word meaning "I learn" as Harry is overcoming his amnesia and learning about the world. Elysium is the name of the fictional world, which also is in reference to Elysium or Elysian Fields, the afterlife in Greek mythology.

Doki Doki or an onomatopoeia for the sound of a beating heart in Japanese. The game mostly takes place in school literature club.

Inquisition is an organisation set up in times of civil unrest after the failure of the Chantry, which aim is to restore peace between mages and templars and many more else.

The franchise takes place during the Dragon Age, the title of 9th century in the Chantry calendar, in which every century is called ____ Age. Origins as it's a first game of the series.

Elder Scrolls are scrolls of unknown origin which consist of every past and future event and can be used for prophecies (which most of the games are based on). Arena is another name for Nirn, the mortal plane and also the literal arenas across the Tamriel where people fight.

Daggerfall is one of the kingdoms (and its capital city) in the Iliac Bay where the game takes place.

Morrowind is the province in Tamriel where the game takes place (or specifically on the island of Vvardenfell). As for the name itself, the etymology is unclear, it can be a bit distorted dunmeri word meaning "Promised land".

The game takes place during the Crisis of Oblivion, when the gates to the Oblivion, a plane where daedra come from, are being opened across the Tamriel.

Skyrim is the name of the province where the game takes place. As for etymology, the nords consider themselves the "children of the sky" and the Throat of the world, the tallest mountain and the "tower", is the "rim of the sky" from where the winds origin.

To be a far cry from something is an expression that means to be very different from something. In the game you are both literally far from any civilization and the islands are "far cry" from any humane and civilized place. Also the studio is called Crytek and they attempt to incorporate "cry" everywhere.

Fez is a hat that the main character wears that reveals 3D world to him.

The popular story is that Squaresoft were assuming that it could be their final game, and hence the title “Final Fantasy". Though later they revealed that they wished to have a good abbreviation (just like Dragon Quest was to be shortened to “Drakue”). They first came up with FF, then decided it can be "Fighting Fantasy", but after finding out there was a book series under that name they settled on "Final Fantasy", kind of like "last resort".

In the first game Kratos was a Spartan warrior who became the God of War after defeating Ares, the original Greek God of War.

Grand theft auto is the legal name of vehicle theft in the US. Subtitle, in this case San Andreas, refers to a fictional state where the game takes place.

Half-life is the time required for a particle to reduce to half of its initial value. Title stems from game's connection to quantum physics and Gordon Freeman being a scientist himself.

Play on words. Blue shift is a physics term for the decrease of wavelength of a photon. Second meaning is due to protagonist being a security guard on his shift, uniform is blue so blue shift.

You play as Adrian Shephard, a marine sent to neutralize Black Mesa, so literally an opposing force.

There is constant heavy rain during the game and it also plays a role in several plot points.

The protagonist of the game works as a hitman.

Silent assassin is both the new feature of the game and the nickname given to 47

According to the tagline "Betrayed by the Agency and hunted by the police, Agent 47 finds himself pursuing redemption in a corrupt and twisted world."

Well, he gets money for killing, so blood money

47 is a codename of the protagonist, he is a clone and doesn't have a real name, 47 are the two last digits of barcode on the back of his head. 47 because he was genetically engineered to have 47 chromosomes which made him stronger, more resilient etc.

47 reminisces of his previous contract jobs during the game

Spoilers probably. Hollow Knight is a vessel form the void in which the radiance was trapped long before the events of the game.

According to Wikipedia, "Katamari Damacy" literally translates as "Clump Spirit" (like in team spirit). In game Katamari is the name of the ball you control.

Well, isn't it?

Lisa was the protagonist Brad Armstrong's sister. The details are probably spoiler.

Mass Effect is a fictional phenomenon which allows faster-than-light travel. It is created by mass relays producing dark energy while interacting with dark matter, specifically Element Zero (also fictional)

Max Payne is the protagonist. His name is a wordplay on "Maximum Pain".

Metal Gear is a bipedal tank created to launch nuclear weapons. The main objective of almost all games of the series is to destroy one.

Solid as in Solid Snake, the protagonist

Sons of Liberty is the main antagonist of the game, terrorist group with Solidus as their leader

Snake Eater is the name of operation Naked Snake is carrying out during the game. And he also eats snakes in the game.

Guns of the Patriots is the name of battlefield control system operated by the main antagonists of the game, the Patriots

Phantom Pain is a phenomenon of feeling pain in place of the limb or body part which was lost. This both literally and metaphorically occurs to main characters of the game.

Metro (as in underground) + android

He goes fast in car

Parts of the game takes place in Carbon Canyon.

The game reintroduced police and the plot is tied to becoming the best racer, and therefore the most wanted.

You play as an undercover cop

Underground street racing as opposed to professional racing in most of previous games.

Neons are sinners taken from hell in order to take part in annual competition to clean up demons in Heaven for a chance to stay there. Neon White is the protagonist (as White was his name or moniker during his life)

Omori as in hikikomori. He was originally a simple character from Omocat's comic (a hikikomori obviously) but later developed into whom we see in game.

The original demo gave you only one attempt to complete the game, one shot. This gameplay mechanic was got ridden of but in-game there is still the theme that you only have one chance to save the world.

Outer Wilds is an in-game name for the solar system where the events take place.

The original Russian title is "Мор. Утопия" which is a pun on Thomas More's Utopia and the Russian word for "plague". Pathologic was chosen as it sounded good and was the best at translating the theme of the game.

The characters use "personas", physical manifestations of a their psyche and subconscious. The inspirations for them and the mechanics varies throughout the series.

Well, this is too obvious.

"Red Dead" part comes from Red Dead Revolver (main character's name there was Red Harlow) and "Redemption" is the theme of the game.

Silent Hill is the name of the town.

You play as a stray cat

Mario was first called Jumpman in English versions of Donkey Kong. Then Miyamoto wanted him to be a go-to character for their games and to call him Mr. Video. Eventually he was named Mario after Mario Segale, Nintendo of America's warehouse landlord after an argument they had about paying the rent. Also, Mario Mario eventually became his full name due to the fact that the game was called Mario Bros (and the green one became Luigi Mario, yes).

The original game (and the original mod to be clear) was based around two teams playing against each other while having to protect their bases (or fortresses).

She raids tombs

Underground tale

Original Japanese name of the series is Ryū ga Gotoku - Like a Dragon (as seen in the latter entries). Nagoshi felt that dragons have a "strong image about them", and it would make players feel the "strength and manliness of the main character". Kazuma Kiryu has a dragon tattoo for example. As for the English name, it's pretty obvious.

"Dream diary" in Japanese, in game you explore Madotsuki's dreams, which she also writes in her diary.