Dungeons and Dragons, Dungeon World, Call of Cthulu, Genesys, Fate core,… So many to choose from. Maybe you wanted to play together with friends, but they are to busy, or you don’t have anyone to play with (like me.) or you are the weird one amongst your friends and enjoy thinking instead of mindlessly watching movies every time your group comes together.
Maybe sole roleplaying is something for you.
In traditional role-playing you need a game-master or dungeon-master or director (or anyone that controls the game and sets the setting and plays everything the players don’t play).
In solo roleplaying you both put on the hat of the dm and the player. What the characters picks up with his senses is part of the player, but the world itself is created by the DM, so both roles overlap. Chance is put into the hands of the dice part into the ruleset you choose to play (like Fate Core) and into the GME (like Mythic).
In solo role-playing, some of these papers, namely those of chance, are given away to a system of dice rolls, which can be as simple as a roll-over system with a chance factor added or like the standard to which every solo system is measured: Mythic Game Master Emulator
Like the name says it, these are Game Master Emulators and take the answering of “Yes/No” answers out of your hands (some variations also exist that take more decisions out of your hands).
Also you need randomizers. Randomizers are those that help you create your world. You have Insta NPC’s for example, a set of randomized tables that help you flesh out any NPC your player character might come accross.
Off course, you need the quintessential item: dice. The standard Polyhedron set (those that are the most common in tabletop roleplaying circles namely the 4-sided die (d4), the 6-sided die (d6), the 8-sided die (d8), the 10-sided die (d10 and d%), the 12-sided die (d12) and the d20, the allmighty 20-sided die.
Off course you need a rule system and there are many, many to choose from. You have the most well-known namely Dungeons and Dragons, but there are many more to choose from. Drivethrurpg.com is a good place to look for inspiration and to download free quickstart guides to the rpg systems you want to give a try. My heart at the moment lies with Fate Core (although I am reading a lot of different systems at the moment to eventually create my own hack on it.)