Various flavors of Survival Horror; from Alan Wake, that Slenderman game, Rust, etc. Then you have your mobile games (remember cell-phone games from 15 years ago? Yea, me either) like Angry Birds, Punch Quest, etc.
There's also CtOS Mobile, which allows mobile players to engage with console players, a fairly new concept.
Mass Effect 3 had some novel elements, such as the option to skip the action portions and basically turn the game into an interactive movie.
Oh, and Kerbal Space Program! Never played anything quite like that one before.
Also, 'annoyance games,' my term, in which I would classify crap like Flappy Bird and F*uck This Game, which seem designed to irritate the shit out of you.
Of course, there's more to innovation than creating new genres.