A friend of mine had a Sega CD. His family was richer than mine so he would get a lot of unique consoles and sometimes would let me borrow them. He had a JVC combo Sega Genesis and Sega CD console. I thought the Sega CD was really cool back in the day. As soon as I played some RPGs with full motion videos I knew that CD-ROM technology was the future of gaming. In 1993 that was unheard of. But SEGA really failed to support the Sega CD. They stretched themselves too thin between the Genesis, Sega CD and 32X. There are only a handful of Sega CD games worth mentioning. And only 2 or 3 32X games. In that sense, Nintendo was smart because they included additional processing power in the cartridges instead of requiring a whole new console or add-on. They were able to keep up with SEGA technologically without fragmenting their users with too many consoles. Then Sony came in with the Playstation and really ate Nintendo's lunch for not adopting CD-ROM technology.
From the Sega CD catalog, I'd recommend Sonic CD, Lunar 2, Popful Mail and Snatcher. Sega CD emulation was a bit of a pain for a while but RetroArch does the job well enough from what I've seen.