I'm having sort of a hard time defining 'nostalgia'. If we are simply talking about old games we used to like playing, I can write you a laundry list. There are some among them that I have specific memories about though, I guess, and these kind of stand out. Let me try and sort my experiences chronologically.
Age 2 through ~7: The oldest of these games would probably be
The Incredible Machine. Being a kid, seeing all those objects interact with each other in various ways and figuring out which objects impacted others in what way learned me a great deal. After that, the game I best remember is
Theme Park, in which I spend many hours fiddling with my Hokey's Cola and repairing that goddamn Snake Slide that kept breaking down. Before the ball really got rolling, I played
WarCraft 2: Tides of Darkness for a good two years or so, absolutely loving how amazing the game was in the department of graphics, tactics and general atmosphere. Last for this period, there's
Age of Empires. Though I didn't quite understand everything, I got the historical context and this game thought me the basics of RTS as well as really, the basics of history.
Age 7 through 11: When I got a little older, at first, both
Dungeon Keeper and
Theme Hospital came into the picture. I remember playing both these games gray as a kid and having fun with how you could set up everything the way you wanted and then watch the participants do their thing.
Commandos is also a good title; I played the shit out of this together with my brother, the both of us making fun of the weird type of German the enemy forces in those games speak. Then there's
Magic and Mayhem: though I have traditionally never liked RTS-style games without base building, I really loved the Roman/Greek and later medieval mythology angle of the game, and the design where you collected certain objects that would become different spells or units depending on whether you aligned them with chaos, neutral or order. Another game that specifically comes to mind is the isometric RPG called ''
Nox'. I put countless of hours into this game exploring all the different cities and it pretty much ended up the first really immersive game I played.
Half-Life I played at the end of this 'phase' in my life, and I have fond memories of completing the campaign in co-op with my then-best friend.
Age 11 through 20: The last three games I would say really make me feel nostalgic would be
Stronghold,
WarCraft 3, and
World of WarCraft. The first of those I also played with my brother, and we had lots of fun going through the campaign and laughing about the silly accents and demeanors some of the characters had (
NO ONE BEATSH THE PIG!). WarCraft 3, to a large extent, shaped my vision on RTS games, RPG's and immersion, and it is perhaps one of my favourite all-time games. I even went back to this game a couple of months ago to re-play through all of the campaigns. World of Warcaft is the most recent game, and for as much flak as the game gets and as much bad things it has brought me, I can still say I've enjoyed some tremendous times meeting some amazing people in it. I may be done with the game now, but I don't think I'll ever forget leveling as a hordie; doing Wailing Caverns for the first time, seeing alliance at the Crossroads, and lateron having good PvP times with my palls, and RP sessions in Silvermoon (before it became Cybermoon, before you people get the wrong ideas

)
There's a huge list of honorable mentions that I feel I should name here as well: I also played a good deal of
WarCraft: Orcs & Humans when I was very young,
StarCraft is the game that originally really taught me English,
Doom passed by, I had a
Heroes of Might & Magic 3 phase, and at some points in time I really got into games like
Escape from Monkey Island,
Max Payne,
Emperor: Battle for Dune,
Thief and
Grand Theft Auto. However, even though I played some of these games longer than some of the earlier mentioned ones (I'm sure I played far more Heroes 3 than Theme Hospital), they ended up having less of an influence on me as a person, and on the way I view games as a whole. Nevertheless, they all influenced me in some way; Max Payne, for example, got me into the Film Noir genre as a whole, while Thief made me really respect stealth games as a genre in itself.
All in all I suppose I can say it makes me feel kind of humbled when I realize how many important old-school games I've missed, even with my (in my eyes) impressive repertoire; people are still pointing out classics I've never played left and right.