Anyone has recommendation of RPG like Pillars of Eternity?

Requirements:
Character customization (Female, male, choose class, etc)
Party based
Fantasy
Also new, LIKE 2015-1017.

That's all and it's already a tall order.

Divinity: Original Sin (2015)

Divinity: Original Sin 2 (InDev - not even released yet!)

Both are here on GoG.

Wouldn't Tyranny fit that description as well? Otherwise, since Divinity: Original Sin has already been named, there's also Sword Coast Legends (but it's Steam Only). Maybe Serpent in the Staglands, if it doesn't necessarily have to be streamlined enough to be accessible for everyone?

You've got quite the RPG sale going on at this moment: https://www.gog.com/promo/20170717_weekly_sale
And here you can check out a few recently released RPGs listed by playtime: https://www.gog.com/news/guest_feature_rpgsite_recommends_games_by_playtime

It all comes down to your personal preferences. If you enjoyed Pillars then you might also enjoy other Obsidian titles such as Tyranny or similar games like Wasteland 2 or Torment: Tides of Numenera developed by inXile.

In my opinion, all the above-mentioned fall pretty weak compared to the design and storytelling of Divinity Original Sin or Shadowrun Dragonfall. You've also got games like The Banner Saga that whilst not being purely RPGs they offer an adventure which is much more interesting than the premise of Pillars.

But hey, after all you're on gog, and if you only play recent games you'd be missing 90% of what the RPG genre has to offer. I'm thinking here Baldur's Gate 2, Fallout 1 and 2, Arcanum, the original Planescape Torment, etc.

Unless the OP already played those. ;)

TBH, I have nothing against MMORPG, as long as they are still active
Played BG2EE, IWD2, NWN1&2, POE, DOS, but some of these I played little or finished one or two campaigns.
Which doesn't mean I haven't enjoyed them.

Did you play Dragon Age: Origins, too?

Yes, shortly. Didn't catch my attention.

The beginning is pretty slow, and varies greatly depending on your choice of race and class. I quickly lost interest the first time I played it, too, but I gave it a second chance and came to enjoy it nevertheless. It's not perfect, but IMO Pillars of Eternity isn't either (both have too much lore dumping and somewhat edgy yet not really original settings and stories).