When I was little I remember getting these two books from the library.
Both books were paperback and flimsy. The pages were wide. Each book had full page illustrations with puzzles and mazes in them, but it was like you were immersed in this setting completely. They were also like choose-your-own adventure books, but only in the way that you go through the book in a different order based on your results in the puzzles/games.
For example, there is a bridge to cross, or you can take this path. If you choose to cross the bridge you go to page x. On page x you have to pretend to cross the bridge but some planks are broken. You can't skip more than a certain number of planks, but you also cannot "step" on a broken plank.
One book was in a jungle setting with rope bridges, alligators, quick sand, etc.
The other was in space, with all kinds of aliens and weird stuff.
I have faint memories of these books but I REALLY want to track them down because I remember loving them.