You weren't very specific, especially considering we are on a website dedicated to indie-games. Do you mean favorite game on itch.io, favorite indie game, or favorite game in general?
My favorite game of all time is Team Fortress 2, it is very well designed and has a very dedicated community.
My favorite indie game is a tie between Risk Of Rain and Hollow Knight. I love the artwork and strange lore behind Hollow Knight, but love the combat and action of Risk Of Rain.