I remember loving Microsoft Dinosaurs—a wikipedia search for it redirects to a list including that and a bunch of similar looking titles under the Microsoft Home label—and Explorers of the New World, which even the Internet apparently barely remembers judging from the google results. They'd be OK for a 1st grader but those weren't even games, really.
Main issue is they're all old. A few are hard to run. Some are only available on used CDs. Not sure how they'd keep a modern kid's attention. I gather there are some good games like this on tablets and such, but my kids aren't quite old enough for that stuff yet, so I can't recommend any.
Side note: I'm pretty sure playing Doom, Dark Forces, Wolf3D, and other FPS games with confusing maps from young age is ~20% responsible for my wicked-high scores on spatial reasoning tests (Building lego sets from the instructions can be credited with the other ~80%) so, there's that.
[1] https://en.wikipedia.org/wiki/Munchers
[EDIT] wold3d -> wolf3d