As a kid growing up in the Windows 95 era, my answer would have to be The Incredible Machine. I actually think that that game, along with LEGO, really birthed my interest in engineering and problem-solving. The concept is simple: given access to a limited set of ingredients (some realistic, like a helium balloon -- some less so, like an antigravity generator) create a Rube Goldberg machine to accomplish a relatively simple goal, like moving a basketball into a net. As a kid I would spend hours constructing huge monstrosities like this: The first two were for DOS/Windows 3.1 but I still remember getting TIM3 and playing it on our brand-new beige-with-cow-logo Windows 95 PC. It might be time to dust off dosbox and fire it up again.
Yes, the incredible machine was... well... incredible.
I enjoyed that one as well. A somewhat similar web-based game is Fantastic Contraption