Planescape: Torment makes a big deal out of whether you’re lying or telling the truth because belief shapes reality in that setting–what you believe is as important as what you say, and if you tell enough people the same lie, it becomes true through the collective force of their belief. Most instances of others lying to the player are lies of omission, though. Nearly every important character knows more about what’s going on than they will admit at first, so they elide certain important facts from conversation. They generally don’t need to lie to you because they know you don’t have the full picture.
Also, of course: investigation games like Phoenix Wright and other mysteries are all about finding the lies you’re presented with, although again the consequences of those tend to be immediately obvious. I enjoyed how Why Am I Dead At Sea, which casts you as a ghost that wakes up on a ship so you can solve your own murder. Your supernatural ability to detect auras means you can often tell when people are presenting a false front, but not why, which means this insight may be less useful than you’d think.
But yeah, just instances of NPCs misleading the player are surprisingly difficult to identify.