Quite a few games are leaving PlayStation Plus this month and in January – 20 to be exact.
Later this month, 11 games will leave the service (thanks, PSX Brasil [1][2],via Resetera), so you will want to download and play anything that interests you before the games are pulled.
Once these games are removed, you’ll no longer be able to play them as part of your subscription.
So, if you have already downloaded and installed the games, you might want to play them while you can – the same can be said for those you have yet to install and play.