Thanks to Rock, Paper, Shogtun for dredging up memories of the Fighting Fantasy genre of games. I wiled away many an afternoon when I was about 13 playing through these kinds of books.
Lone Wolf was a big favourite. I can see how it might have scared some people away due to the seemingly random, endless potential for unbelievably brutal death lurking around every page. For me this created a splendidly compelling atmosphere. I'm not the type to feel "immersed" in games or books much at all, but after playing through these I think the closest I can come to immersion is when I genuinely care about every action and decision that I make, because I know it could be the last. This forces me to actually "play a role", but it's not what you'd usually think when we talk about role-playing games. The desire to play some stereotype like a Male Elf or a powerful wizard or a plate-wearing do-gooder is over-ridden by the simple desire to *live* to the next page. I find myself playing the role of *me*, making the decisions that I would actually make were I in the story. That's a pretty powerful thing.
The series also gives a great long-term "achievement" feeling with the powerful items and abilities that are progressively unlocked and carry over with you to the next adventure.
I've fired up the game referred to in the link above and it is fantastically well done, featuring the (fully licensed) complete text and illustrations on a worn parchment background and managing all the fiddly parts of the game mechanics while still letting you observe what's going on beneath the hood. I definitely recommend it to anybody who has played these kinds of books or thinks that they sound interesting.