Enter Sandman

"Sandman may not be the strangest game ever published in the annals of the hobby, but it's probably the strangest game I ever purchased. As you might guess based on the ad's description of Sandman as a "game of dramatic entertainment," Sandman presented itself as something different from the average roleplaying game. Each player took on the role of an amnesiac traveler in a surreal world with which they weren't familiar, so there was no need for character generation or world information, which theoretically made it suitable for complete novices. The idea was that the players would learn about the game's weird setting and their characters through play over the course of many adventures, four of which were included in the initial Map of Halaal boxed set...

"Had the game line continued, there'd have been several more boxed sets, each of which provided more clues about the nature of the characters, the setting, and the titular Sandman, a mysterious being who seems to know who the characters are and may or may not be responsible for their presence in the game's bizarre world. Discovering the identity of the Sandman was also the goal of a contest offering a $10,000 prize to the winner. So far as I know, no one ever won the prize, but that might have more to do with the fact that Pacesetter went out of business sometime in 1986 or thereabouts." —Grognardia (where else?)