I think the reason why you don't finish games, is because you make them without an end goal in mind. Like this one, for example. It's about banging Raven. But there is nothing of substance that gets you to that goal. So when you reach it, you don't know where to go from there. Hell, you didn't even think about what to call the game.
I know it's more work, but it's a good way to keep yourself thinking about what type of story you want to make as you write it out and detail-out the game, and besides, if you go into a project thinking you're going to fail halfway through, then you've already given-up.