Arcanum: Even though it is deeply flawed in some aspects (shit encounters), it excels in so many areas and shows us what an RPG should be. Interesting non-generic setting, lots of choice and consequence, vastly different character builds that all play differently, NPCs reacting to a lot of different things, obscure secrets to discover. Nothing has managed to reach Arcanum yet.
Morrowind: Again, a flawed gem like Arcanum. The world is a bit too static, but the worldbuilding is excellent. Interesting, alien fantasy world with a sublime atmosphere, zero handholding, free exploration where you can actually get lost, lots of secrets to find, lore that is actually interesting to read, tons of equipment and equipment slots to fill with it, spellmaking, enchanting. Still the best first person exploration RPG out there.
Ultima Underworld: While Morrowind is my favorite first person RPG, this bad boy started it all. Multi-level dungeon to go through, different factions that you can either be friendly or foe-ly towards, excellent atmosphere, secrets to discover. Amazing game and the progenitor of an entire subgenre.
Dark Sun - Shattered Lands: This is kinda like Baldur's Gate, except 5 years earlier and 5 times better. Criminally underrated. It's got varied races and classes, including the badass thri-kreen and half-giants, it's did choice and consequence before it was cool, the setting and atmosphere are unique and much more interesting than the generic Sword Coast of BG1. Must-play. It also kinda qualifies as a Gold Box game if you're very generous, so
Martyr can shut up about it
Baldur's Gate 2: This is the best game Bioware ever made. BG1 is bland, boring, trivial. The only reason BG1 is so popular is that it arrived on the market when good RPGs were rare. BG2 is the real deal. Much, much better setting with an interesting city that feels exotic, lots of the cool shit from the Forgotten Realms rather than the generic shit - you got a planar sphere, you got the underdark, you got an underwater sahuagin city, etc etc. Some of the best itemization in the genre: broken artifacts that you have to re-forge in order to use them, like the flail of ages. Consistently good encounter design throughout the game. This is some good shit.
For the sixth one I can't decide between
Planescape Torment and
Gothic 2 so I'll have to make it a tie between them and turn this into a list of 7 rather than 6 essential RPGs. Planescape Torment shows how storytelling in an interactive medium should be done. The story itself is fairly linear, but nevertheless shows you a lot of variation based on player actions. You can shape your character into any kind of character you want. The amensia cliche actually works well in the context of this game. Cool characters, cool setting, nothing generic about it whatsoever. Your alignment changes based on your actions rather than being selected at the start and never changing. Gothic 2 is maybe even better at exploration than Morrowind, it has an excellent open world that benefits from its smaller size and complete hand-craftedness. It also has 3 factions to choose from, a bunch of choice and consequence, action combat that works well with RPG stats (your controls become smoother and more forgiving the higher your skill is), awesome down-to-earth writing with mercenaries, commoners and whores actually talking like mercenaries, commoners and whores.