Games like Peppy's Adventure
Games like Peppy's Adventure include Titan Souls, UFO 50, Hollow Knight, Baba Is You, and Hollow Knight: Silksong. We matched them by the tags players give Peppy's Adventure on Steam (Adventure, Action, Puzzle, Difficult, and Casual): closest matches first, and among equally close ones the better-known games.

Titan Souls
Shared: Adventure · Difficult · Action

UFO 50
Shared: Action · Retro · Adventure

Hollow Knight
Shared: Difficult · Adventure · Souls-like

Baba Is You
Shared: Puzzle · Difficult · Logic

Hollow Knight: Silksong
Shared: Difficult · Adventure · 2D

BEEP
Shared: Adventure · Puzzle · Action

Pikuniku
Shared: Adventure · Puzzle · Casual

LIMBO
Shared: Puzzle · Adventure · 2D

Zup! S
Shared: Puzzle · Casual · 2D

Out There Somewhere
Shared: Adventure · Puzzle · Action

Nine Sols
Shared: Difficult · Action · Souls-like

Defy Gravity Extended
Shared: Puzzle · Action · Difficult

The Escapists
Shared: Action · Difficult · Adventure

Jump King
Shared: Difficult · Adventure · Action

LYNE
Shared: Puzzle · Difficult · Logic

Strange Jigsaws
Shared: Adventure · Puzzle · Casual

SANABI
Shared: Action · Adventure · Difficult

Nihilumbra
Shared: Adventure · Puzzle · Casual

Human Fall Flat
Shared: Puzzle · Adventure · Action

Rock 'N' Roll Defense
Shared: Action · Adventure · Casual

Disc Room
Shared: Action · Difficult · Adventure

Shovel Knight: Treasure Trove
Shared: Adventure · Retro · Action

SUPERHOT
Shared: Action · Puzzle · Time Manipulation

BADLAND: Game of the Year Edition
Shared: Adventure · Action · Puzzle