This will probably get buried, but Second Sight a little-known game developed by Free Radical Design (best known for TimeSplitters).
You, as the protagonist John Vattic, wake up in a medical facility with no memory of who you are or anything about yourself. As you try to escape, you quickly find out that you have extensive Jason Bourne-esqe combat training, and various psychic powers. As the game progresses, you experience flashbacks of your past, and slowly try to piece together who you are and what you need to accomplish, while slowly growing your psychic powers.
The game ends with you finding out that the flashbacks are actually the present, and that what you're experiencing as the "present" is actually the future. One of your powers is the ability to see the future and change it in the "past" (present) before it actually happens. It was exceptionally well written!