Oh boy... There are quiet a few games. Haven't played Bloodborne at all yet but, these are the ones I've played or looking forward to and are exclusive.
Horizon Zero Dawn + DLC!
Uncharted Series (Drake Collection which is first 3 games remastered), Uncharted 4, and the latest DLC Lost Legacy (good 10 hour addon single player)
The Last of Us (next release happening maybe later this year)
GoW 4 - This coming out next Month
I'd have to look at my catalog at home to figure out at least what others I'd place on a list.
I'm sure there are others but at least that is where I would start.
Also... it comes stock with a 1TB HDD, I got quiet a few games but I sit around 1.5GB of used space out of my 2TB Drive I have installed in the unit. Depending on how many you download or play might consider an external or upping the internal drive before starting up, as it can take many hours to transfer data from 1 drive to another (5-6 hours for 700GB when I transferred from my PS4 to PS4 Pro).