the last game i finished was Shadow Of The Colossus. it's a great game! and they do explain what to do.
ign gave it a 97% just to give you some idea...
http://ps2.ign.com/articles/658/658991p1.html
edit: and god of war is really good but frustrating at some parts. i still enjoyed what i've seen of teh game(my brother owns it).
ign gave it a 98%...
http://ps2.ign.com/articles/596/596778p1.html those are 2 games that you should own.