Games like The Thing from Nowhere
Games like The Thing from Nowhere include The Test, Firework, The Wolf Among Us, Far Away, and Tiny Bunny. We matched them by the tags players give The Thing from Nowhere on Steam (Visual Novel, Choose Your Own Adventure, Investigation, Atmospheric, and Mystery): closest matches first, and among equally close ones the better-known games.

The Test
Shared: Choose Your Own Adventure · Visual Novel · Atmospheric

Firework
Shared: Mystery · Visual Novel · Atmospheric

The Wolf Among Us
Shared: Choose Your Own Adventure · Visual Novel · Story Rich

Far Away
Shared: Visual Novel · Choose Your Own Adventure · Choices Matter

Tiny Bunny
Shared: Visual Novel · Atmospheric · Story Rich

The Test: Hypothesis Rising
Shared: Visual Novel · Choose Your Own Adventure · Investigation

STEINS;GATE
Shared: Visual Novel · Sci-fi · Story Rich

Sanfu
Shared: Mystery · Visual Novel · 2D

The Death Game Report
Shared: Mystery · Investigation · Atmospheric

The Life and Suffering of Sir Brante
Shared: Choose Your Own Adventure · Visual Novel · Choices Matter

Minds Beneath Us
Shared: Atmospheric · Visual Novel · Choose Your Own Adventure

Lay a Beauty to Rest: The Darkness Peach Blossom Spring
Shared: Visual Novel · Mystery · Investigation

Raging Loop
Shared: Visual Novel · Mystery · Atmospheric

Firewatch
Shared: Atmospheric · Mystery · Story Rich

Zero Escape: The Nonary Games
Shared: Visual Novel · Mystery · Story Rich

Suzerain
Shared: Visual Novel · Choose Your Own Adventure · Choices Matter

Slay the Princess — The Pristine Cut
Shared: Visual Novel · Choose Your Own Adventure · Choices Matter

What Remains of Edith Finch
Shared: Atmospheric · Mystery · Story Rich

Outer Wilds
Shared: Mystery · Atmospheric · Story Rich

Love, Money, Rock'n'Roll
Shared: Visual Novel · Atmospheric · Choose Your Own Adventure

Return to Shironagasu Island
Shared: Visual Novel · Mystery · Adventure

Urban Myth Dissolution Center
Shared: Visual Novel · Mystery · 2D

Life is Strange: Before the Storm
Shared: Atmospheric · Choose Your Own Adventure · Choices Matter

Subsurface Circular
Shared: Visual Novel · Investigation · Mystery