Games with a sidekick you don’t see?

Some examples of games I’ve played that are like this: Killer Frequency, Firewatch, Stanley Parable.

Preferably something with a more “chill” vibe or is good for turning your brain off a little. Open to themes that re less relaxing though. Big plus if it’s an indie title but not necessary.

Not looking for a particular era of games so any console is fine, but no mobile/phone games please.