What you want out of a solo play game will drive your game choice.
Do you want an easy experience where you can run a party of a dozen characters, or multiple parties of 4-6 characters, with an entire entourage of dozens of characters to follow? Then I would stay away from D&D 5E and most medium-to-high complexity games, and stick with simple games such as Shadowdark or Old School Essentials.
If all you care about is an occasional "dungeon run" and "seeing what the random charts cook up," then don't waste your time with games that require extensive preparation or character design to play. Games like D&D 5E, Pathfinder 1e or 2E, and many others require pages-long character sheets on PDF. I've tried playing these, but I'd hate to print out reams of paper to play without needing a computer nearby. They are not worth the time or waste of paper to play without computers, and some of these are just better with a group.
Other alternatives are Free League's games, which often come with excellent solo-play rules, charts, and enhanced character creation, so solo characters are far more survivable and capable. Many of these are amazing boxed games, and they cover so many genres that you could have a lifetime of fun playing solo and seeing what happens next.
Dragonbane is another Free League game that has excellent solo play rules and fits into the fantasy genre. The monsters in this game attack on random charts, so playing without a referee is no problem. If you have a choice between a game not written for solo play and one that is designed to support it, you are missing out if you choose to ignore these.
The Walking Dead game has solo play rules. Many of these games are more abstract and narrative-style games, where you are not doing tactical combat on a map, but more doing theater of the mind and "seeing what happens next" via the game's charts or solo campaigns.
Forbidden Lands is an excellent hex-crawl fantasy game that can be played solo. You have a wealth of options with Free League, beyond the obvious group games like Alien or Blade Runner, where a referee is needed to run monsters or present mysteries. Survival, exploration, and fantasy games are better for solo play.
When I play solo, I love tactical combat on hex-grids, with 1-second turns where every moment matters. These are almost wargame-style battles for me, where every little choice matters, and every heartbeat could be life or death. GURPS provides excellent, detailed, and to-the-point character designs, along with a combat system that scales from simple to exceptional levels of depth and detail. Everything matters: the armor on your body, along with your encumbrance relative to your strength, weapon length, the types of attacks you make, and the damage type of your weapon. Skills matter. Personality profiles matter. Everything is your character, and everything matters.
Granted, this is a level of detail too deep for many, but I love the tactical wargame side of the hobby, and all this is great for me. This lets me drill down and enjoy the deep tactical combat, without having too much abstracted away, and the game being more about broad strokes rather than detailed hand-to-hand combat by the second. I want the latter, so my needs will help me pick the proper game rules.
And your needs will be different, too! What you enjoy will determine the best game for you. Knowing what is out there and how they support solo play will also go a long way in helping you make a good decision.
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