Bioshock

[ItalianStereotype]

a lot of it is tied into the plot, actually, though I can understand why that wouldn't be a reasonable answer.

granted, Bioshock doesn't give you a lot of story at the very beginning, unless of course you idle at the start screen, but it fits the situation that your character is in. why would some random bum on a plane have any knowledge of a secret city built in the middle of the Atlantic? he wouldn't, but you start picking up the story within the first five minutes. games shouldn't necessarily pander to the kids who NEED instant gratification, no?