Terraria and deep rock galactic are good starters, but this post sounds insanely paranoid for the wrong reasons. Just because you got infected with malware in the past doesn't mean you need to lock down your internet access. You'll gain nothing from it. All you need is an adblocker (+ something that blocks trackers) and not running suspicious files.
Just because you're connecting to a remote server (like any website ever) doesn't mean you're susceptible to attacks. Ditto for almost any modern video game, there are protections in place so nobody can run code or send you harmful files on your machine.