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What games are you thinking about?

As No Time To Play says, it all depends. Story-wise, my favourite game with a silent protagonist is Zelda: Majora's Mask, and the effect works well in ramping up the otherworldly spookiness that that game has. 

Controversial opinion: the Resident Evil series (especially 4) would be better with a 90% reduction in dialogue. I'll make exceptions for "Welcome stranger" and "You were almost a Jill sandwich."