Speaking from experience in playing educational games. I'm currently a 19 year old male. My Father, being very tech oriented, bought me MANY educational PC games, I'll just list a few:
JumpStart $X Grade by Knowledge Adventure
(where $X is 1st, 2nd, 3rd, 4th, 5th, though I lost interest after 4th)
Super Solvers: Gizmos & Gadgets by The Learning Company
JumpStart 3rd Grade and Gizmos & Gadgets were by far my favorite at the time. As a previous reply brought up, I also played Age of Empires 2: Gold Edition as a kid... I remember a specific campaign entitled "El Sid" where you go kill the Spanish King (if I recall). It was later brought up in an 11th grade history class.
JumpStart was by far the best game, the general plot: A scientist owns this huge mansion built into a mountain. He has a bratty little girl. The scientist goes off to some convention, while hes away his daughter fails a history test so she decides to use her fathers time machine to alter history to match her test answers. She sends back various robotic inhabitants of the mansion back in time to alter various parts of history (IE instead an astronomer discovering that the Sun is the center of the Solar System, he discovers that Polly (the daughter) is the center of the solar system). You help the "head robot" to prevent Polly from altering time. You perform various puzzles around the mountain to get clues and charg up the time machine. Some include learning about art, cooking, doing multiplication, patterns (simon says), Hand-eye coordination (a moonlander type game), among MANY others.
Gizmo's & Gadgets was also one of my favorite games. The Learning Company makes a huge amount of education games, Super Solvers, Midnight Madness, Reader Rabbit, etc. Basically in G&G a mad scientist owns a car construction shop right next to your car construction shop, and hes threatening to take you over. He decides to race you 20 times with 20 different vehicles (cars/planes/helicopters). You agree and he cheats by sending over a bunch of chimps (actual monkeys) to your shop to steal all your parts. Basically you have to go out to the warehouse, and get your parts back. Because of how its layed out you have to do various puzzles. For instance, weight balancing, electrical wiring (basic light bulb, switch, batteries, but does teach series/parallel), Energy, Force, Magnetics, Simple Machines, and Gears. Anyway, you get various parts back and build your car and race. If you lose you go back and make it better (different propellor, wheels, etc) until you win.
Educational games can be fun. I'm speaking from experience. I liked G&G so much that I still have an ISO of it 10 years later. Sadly it wont run on any current operating sytems, someday I'll start up a W98se Virtual machine and play around with it. If you're looking for more research take a look at Borderbund, Knowledge Adventure, and The Learning Company.