indies that i must play? (recommend me)

Spelunky, Rogue Legacy, Guacamelee, Thomas was alone, Super Meat Boy and Sound Shapes.

The Binding of Isaac, Rogue Legacy, Mark of the Ninja, Papers Please, To The Moon, Super Hexagon

This one

FTL(Faster Than Light). Only indie game I played more than 50 hours.

FTL, Rogue Legacy, Thomas Was Alone, The Binding of Isaac, BIT.TRIP RUNNER, and absolutely Trine 1 and 2.

Nighstky, Cook Serve Delicious!, Teslagrad, Zombie Driver HD, Gun Monkeys, Eldritch ..some awesome games, highly recommended.

Mark of the ninja, Vvvvvv, Braid, Super meat boy, Limbo, Hotline Miami, Deadlight, Electronic super joy, Minecraft, faster than light, Trine (1&2)

Beside other recommendations:

Don't Starve

Vector

FTL, The Stanley Parable, LIMBO, Anomaly Saga, Mark of the Ninja, Papers Please, To The Moon, Trine Saga, Bastion, Journey (PS3 exclusive), Terraria, Starbound and Sanctum Saga. Those are my favorites indie games

Dwarf Fortress

Binidng of Isaac, Super Meat Boy, I wanna be The Guy, Limbo, Awesomenauts, Castle Crashers, Cave Story, Bit trip games, Plants Vs Zombies, Psychonauts etc, etc.

Legend of Grimrock, Faster than light, the binding of Isaac, Super meat boy

Skullgirls, Cave Story, The Binding of Isaac, Mark of the Ninja, Electronic Super Joy, To The Moon, VVVVVV.

Slightly underappreciated: Hammerfight

If u want horror, choose outlast

Bastion, Castle Crashers, FTL, Hack, Slash, Loot, Mark of the Ninja, Terraria, Trine and VVVVVV.

La-Mulana. Action, exploration and puzzles.

Zeno Clash 1 and 2.

Rogue Legacy

Why especially indie?

Try Dust: An Elysian Tail or Valdis Story. Both are worth every penny. *Valdis is damn tough but fun.

Thomas was alone

Nihilumbra is fun indeed. Nothing too shiny, yet fine storytelling.
I'd especially recommend Sword of the Stars: The Pit (with both expansions), FTL and most of the games people already mentioned. :)