The genre is named after a series of gamebooks where, at the end of a chapter, the reader chooses where to go next. In such games, the story branches: one decision leads one way, another leads in a completely different direction, and there are multiple endings. These are interactive stories with text, illustrations, or video, where the player's primary tool is choice.
Usually there are a few, and in larger ones, dozens. If you're looking for stories where choices impact everything, check out the "Decisions with Consequences" tag.
You can download "choose your own adventure" games via torrent: the filters above will help you choose by language, size, and build type.