Truly linear games are like the old Street Fighter for Sega, where you move from left to right on the screen, encounter the same gang members as well as the boss at the end of the stage. Then move on to the next stage, again moving from left to right, or right to left.
In the case of more modern games, you might not be moving horizontally, but the sequence of the game still follows a set pattern of events, and your ability to deviate from it is limited.
I haven't played either Doom 3, Half Life 2 or Far Cry