So, here it is the defacto creepiest RPG ever. Unknown Armies is a lot like Mage: The Awakening, except it's really nothing like it. Yeah, you're human wizards, and yeah you fight other wizards for power but that's where the similarities end. People joke about the game, calling it Cosmic Bum Fights, and sometimes it might really seem that way.
What happens in the game is you play someone touched by magic somehow. Whether it's a guy with his first magical experience, someone who has been seeking out magic for a while and knows a few tricks, or someone who understands the secrets of the universe and is competing with godhood, magic is the focus of the game. And this isn't magic like "I cast magic missile at your unborn fetus twenty years ago!", but more magic that's bound by tradition, physical links, and the belief of the population. As an example, there's one part of the game's Metaplot where this porn star is going around making all these movies, and she's gaining power from each movie she's in. She's trying to become the Avatar of the Naked Goddess, a goddess of sex and fertility and stuff, and gains power not only from sex but also from being attributed the title, which she's gone so far as to do. In another example, a famous cult leader was assassinated by the government for being too dangerous. Well, it turns out he's used a magical spell that will turn his surrogate daughter into a clone of him if the right magic is performed on her at her eighteenth birthday. He's got a bunch of bastard children that have this sort of spell on them, by the way, so he's got contingencies in case one dies or can't be found.
For more subtle magic, the game usually starts with the characters having a hobby level of awareness. They know it's out there, or know there's something special in the world. Either they heard it in hauntingly perfect music, saw it in a card trick that was disturbingly accurate, or along the surface of a lake during a camping trip. Obsessed they must see more magic, and eventually go down the slow, steady path of insanity. And this isn't your dad's insanity that he got playing Call of Cthulhu, this is insanity where your character drops everything in his life to go off and hunt down the next source of magic to give himself even the slightest advantage. Driven by things you cannot know, addicted to an energy that's impossible to quantify, and eventually forced to do strange rituals that would land any functioning member of society into a mental ward. That is the true nature of Unknown Armies. Eventually, you go crazy, and this isn't taking into account Avatars, which are a whole new level of insanity all together.
Avatars are people that recognize the tropes inherent in the universe, and try to emulate them. The Action Hero, the Naked Goddess, the Gluttonous Gourmand, the Five Man Band, generally any character trope on TV Tropes COULD be turned into an Avatar concept. There is a problem though, and that's as you become more like the idea you're Avataring, the less of the real you remains. As an example, the more you master being the Action Hero, the more you start acting like Samuel L Jackson and Arnold Schwarzenegger's bastard love child, and less like yourself. For the Action Hero, it's not so bad. For the Naked Goddess, you might not like turning into a total slut, despite the awesome magical power it grants you. In either case, the more power you have, the closer you are to god hood, and the less like yourself you remain. Eventually, you're gone and all that is left is the trope you were the Avatar for.