In a perfect world we'd get to play all games that interest us, but this world isn't that one. There are many reasons why we might miss a game that we might otherwise have fallen in love with, and even ostensibly temporary issues (such as being too busy at the time the game is released or one's PC not being up to scratch) can become permanent on account of the historically rapid development of the form discouraging us from or otherwise rendering it difficult to engage with older games and experience them as one would've at time of release, coupled with the general zeitgeist effect to which games are subject, particularly multiplayer titles. Of course in some cases it may indeed be plausible to 'catch up'. And then there're those games we'd have been sorry to have missed had we heard of them at all - Rumsfeld's 'unknown unknowns'.
In any case, some games I'm sorry to have missed:
System Shock (1994 PC)
Descent (1995 PC/PSX)
Planetside (2003 PC)
Metroid Prime 2: Echoes (2004 GCN)
Shadow of the Colossus (2005 PS2)
Okami (2006 PS2/Wii)
The Legend of Zelda: Phantom Hourglass (2007 DS)
Far Cry 2 (2008 PC/X360/PS3)
Journey (2011 PSN)
Your turn. And if you say you've managed to play every game that's ever caught your eye I'll smack you.