Games like Close To The Sun
Games like Close To The Sun include Firewatch, What Remains of Edith Finch, Outlast, Scorn, and Hellblade: Senua's Sacrifice. We matched them by the tags players give Close To The Sun on Steam (Adventure, Indie, Walking Simulator, Female Protagonist, and Horror): closest matches first, and among equally close ones the better-known games.

Firewatch
Shared: Adventure · Walking Simulator · Indie

What Remains of Edith Finch
Shared: Walking Simulator · Adventure · Indie

Outlast
Shared: Horror · First-Person · Gore

Scorn
Shared: Horror · Gore · Adventure

Hellblade: Senua's Sacrifice
Shared: Female Protagonist · Adventure · Atmospheric

Layers of Fear (2016)
Shared: Horror · Walking Simulator · Indie

Apsulov: End of Gods
Shared: Adventure · Female Protagonist · Indie

Blair Witch
Shared: Adventure · Indie · Horror

Still Wakes the Deep
Shared: Horror · Walking Simulator · Gore

Little Nightmares
Shared: Adventure · Horror · Indie

The Hat Man: Shadow Ward
Shared: Indie · Adventure · Horror

The Beast Inside
Shared: Adventure · Horror · First-Person

SOMA
Shared: Horror · Atmospheric · Gore

Resident Evil 7 Biohazard
Shared: Horror · First-Person · Gore

Poppy Playtime
Shared: Horror · Singleplayer · First-Person

Amnesia: The Dark Descent
Shared: Horror · Gore · Adventure

Among the Sleep - Enhanced Edition
Shared: Indie · Adventure · Horror

Observation
Shared: Adventure · Indie · Horror

Home Sweet Home
Shared: Adventure · Indie · Horror

The Medium
Shared: Adventure · Female Protagonist · Horror

The Room
Shared: Adventure · Indie · Singleplayer

CARRION
Shared: Gore · Indie · Horror

GRIS
Shared: Indie · Adventure · Female Protagonist

Outlast 2
Shared: Horror · Gore · First-Person