Favourite RPG? Tough call but if I had to pick one...
It'd have to be Kenshi. Despite limitations, Kenshi is one of the best games I've ever played due to how violent unmerciful the world is. You're not a hero, you're not a villain either, you're just there, trying to desperately survive the harsh continent. HUGE map, active modding community, MANY role play opportunities and the best part: you get to play up to 256 characters, form your own faction with its own sub faction, create your own city, etc... If you're a fan of Fallout 1&2, definitely try this.
Honourable mentions :
(2016 CRPG) Tyranny (Obsidian) has strong mature themes about oppression, colonialism, and war. It's one of the few RPGs where NPCs run away from you in fear due to your affiliation.
The Elder Scrolls II & III (Morrowind).
Fallout 1&2 and New Vegas.
Mount & Blade: Warband.