This is going to sound silly, but Clicker Heroes. There's nothing necessarily "comforting" about it in the classic sense, but I have ADD, depression, and anxiety. Putting that on and just mindlessly clicking and resource-managing allows me to focus just enough on that, without it needing my full attention, to be able to also sort through my otherwise incoherent strands of thoughts.

But going by art, music, experience, gameplay, etc, I guess I'd have to say Bastion from Supergiant Games. It's definitely up there as one of my favorite games of all time.