Dino Crisis
I never had a PlayStation back in the 90's. We did finally get on just as they were getting to the end of their life. I Don't have one these days, but the RetroPie plays the games well.
One game I've enjoyed is Dino Crisis. It's pretty much the first survival horror of this sort I've played properly.
You control your character, Regina, as you search around a deserted research base. Every now and again a dinosaur surprises you and you can run away or kill it. There are puzzles like finding things to progress, opening a particular door, moving containers around with a crane or connecting pipes.
You sometimes meet up with one or both of the other members of your team. There are save points, although I mostly used RetroPie's save-state.