Fubb, it's not Beneath A Steel Sky, although that is excellent game.
Red Avatar. Yes, it's futuristic. It's all dark and atmostpheric, like Blade Runner. I'm guessing it was mid-late 1990s, so it must have come on cd, and it was probably not Dos.
These questions are helping me remember more of it. I can see the bald man clearly in my head. He has a brown jacket.
I think at one stage, you have to get through a horror \ haunted \ abandoned theme park.