Changeling is a game where you play people who had been taken away to a land of beauty and wonder by the fae, and escaped to find their world had been changed greatly and their spirits broken. Whether they had aged years, while time stood still, or they've been gone years but only feel the effect of months, their lives have changed. Replaced by a fae creature that pretends to be them with almost perfect sincerity, sometimes even being better at living life than you. Your family notices no differences, your wife or girlfriend doesn't notice, your children don't. They've adapted without you, and nothing you can do can convince them that you're the person that they know and love. You've been abused, and turned into some mythical creature hiding beneath human skin. And that's not all. The fae? The ones you escaped? They're coming for you. You can feel it, but you don't know when or where, you just know it's gonna happen.
Changeling is great, while you certainly are powerful, and you certainly are not a normal human, you are still human on the inside. You've got hopes, fears, regrets and dreams. Most importantly, you have your exposure to the True Fae, the horrible memories you carry from that time, and the crushing realization that your life is gone and you have no choice but to move on. Instead, you draw support from other people that suffered through similar, yet different, pains as you who deal with the horror differently. Though, with this support group your fears are not sated, instead you learn that the beings you fear come in many shapes and sizes, and that you are always being watched.
I like Changeling, partly for letting you be anything you want, and partly because you have to fear the Fae, and I like my fairies to be horrible monsters that treat human life as a game. I find it cosmically creepy in part due to the fact that the Fae are statless monsters, you are not meant to kill them. They can just take you. Also, because you've been twisted and warped into something very different by forces beyond your understanding, for reasons you cannot fathom. And you can't continue your life in any way, you're alone in the world, except for those who suffered in similar ways to you. The game's themes are unsettling at the least, and downright horrifying at the most, and there's plenty of ways to play a character's inherent paranoia against them, to where even other monsters sound like Cthulhu Fae hunters.