If you want something that still feels good to play and never came out on PC, I’d say F-Zero GX on GameCube is one of the best racing games ever made and nothing has really replaced it, worth trying even now. For shooters, TimeSplitters: Future Perfect on PS2 is great, also check out God Hand on PS2 if you like weird beat 'em ups, it's not for everyone but definitely unique. On the handheld side, Astro Boy: Omega Factor for GBA is honestly one of the best action platformers, looks like a kids game but it’s tough and really well made. If you want something really obscure, try Jet Set Radio on Dreamcast, it’s not perfect but there’s still nothing else like it. These are all console exclusives, never properly released on PC. More ideas here if you want: https://www.oldschoolgaminggems.com/best-hidden-console-exclusives
