Only "Myst URU" used to have an online component in which players could cooperate in order to solve puzzles. This online component of URU was canceled by the publisher, Ubisoft, before it got out of the "beta" stage. This is probably what really killed Cyan Worlds since they had sunk so much time and money into it. You can still buy URU and play it as a single player.
It may be best to buy the Myst 10th Anniversary DVD Edition on DVD for Windows 98/XP if you want to be introduced to the Myst series. (Amazon has a good price on it right now.) The single DVD has the first three Myst games (Myst Masterpiece, Riven, and Myst III: Exile) on it and is redone to work on modern computers and operating systems. [My first copy of Myst ran under Windows 3.1 on a 4.77 MHz system (or something like that).]
The Myst Trilogy also has the first three games on CD ROM that should run under Windows Me / 95 / 98. You have to be careful since many of the Myst games are very particular about their system requirements, so you should read the system requirements very carefully.
Myst IV: Revelations on DVD is already out.
Some people love the Myst games. Others hate them. You do have to think very carefully and take notes while you are playing.
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