html is not really designed for making games. But you can create games for a web-browser using javascript. There's nothing to download either.. you can simply type the code into a html text document and open it in a web-browser.
Now if you want to use just html you could create a 'choose you own adventure' where the player is the protagonist in a story and has to choose from a number of options what to do at certain points in the story. html would be perfect for creating a game like this.
