I'm a fan of Korean music and some Korean films, but I never really got in to Korean drama. I was wondering what people think are the MUST SEE shows from Korea. Personally I like more mature stuff when it comes TV shows in general and have recently started watching She Was Pretty which is kind of cool. Basically I prefer stuff with adults in it but I'm open to watching anything which is "essential". Any recommendations are much appreciated :)

I'm just getting into Korean dramas and really enjoyed Cinderella's Sister, despite (or perhaps because of) some makjang moments. Not sure if it's considered "essential", but it seems more mature than a regular rom-com. Interesting characters and a great performance by Moon Geun Young as Eun Jo.

The only other thing I've seen is Queen Seonduk and that one is an excellent historical drama and probably essential. Boys Over Flowers is considered "must see" and sounds like another good one to check out.
White Christmas
You Who Came From the Stars
W
Cruel City
Signal
Liar Game
Kill Me Heal Me
Angry Mom
I Remember You
49 Days
God's Gift - 14 Days
School 2013
Reply 1997
Beautiful Mind
I Hear Your Voice

Then there are the must watch historicals like Six Flying Dragons but I don't know much about those as I'm concerned about the length. And there are the classics I didn't personally like but you might: Coffee Prince, Secret Garden, Boys Over Flowers.

The list is a mix of many different genres, some are my personal favorites and others are ones that are must watches just for the experience. Regardless there is something for everyone here so if one doesn't appeal to you, there are many other options.
The dramas you need to watch, which I have also seen, are:
Descendants of the Sun
Healer
I Hear Your Voice
It's Okay That's Love.

The ones I know were super popular but I didn't really enjoy that much (and why):
Fated to Love You (too much comedy for my liking, I wished it was much more serious)
Gu Family Book (I wasn't too fond of it for several reasons including acting and computer graphics, but..)
Secret (the love story was too unbelievable imo; if you end up watching this, please take note that it's very heavy and people only either love it or hate it).

Dramas I know were super popular but I still haven't found the time to watch (as I am a relatively new and also quite busy drama-watcher):
Liar Game (there are other versions of it though, not only the korean one)
Empress Ki
Flower Boy Next Door (and other dramas in the Flower Boy series, they are all probably pretty cute and, well, not that mature)
Pinocchio

There is a long list of must seen dramas, i just picked some here:
I Miss You
Reply 1997-1994-1988
Secret
Cruel City
I hear your voice
The princess' man
God's Gift: 14 Days
Seconded Cruel City, Liar Game, City Hunter, You Who Came From the Stars. ALL of them are must watch...
Let me add:

- A Tree with Deep Roots, which is about how King Sejong the Great created the hangul alphabets. One of the best-written Korean dramas I've watched, with lots of food for thoughts (the value of literacy, the meaning of power, good governance).

- Sandglass. If nothing else, the drama opened up a lot of public discussion about South Korean authoritarian past when it was first aired in 1995. I haven't seen it myself, but it's one of those classic dramas that have garnered a lot of critical praise. Since it's old, the production value might be lower than you're used to seeing though.

- Ruler of Your Own World: Are you familiar with some common Kdrama tropes like fatal disease, difference of status between the leads, a male lead who has a dark past, love square, overbearing parent(s), or birth secret? Well, this drama has them. But while lesser dramas use them to wring extra tears from viewers or to stretch an already thin plot to 16/20/24 episodes, Ruler of Your Own World managed to incorporate them organically into the story in a way that doesn't feel like it's manipulating its viewers. Bonus: the lead actor, Yang Dong-geun is also a hip-hop artist.
I like 'mature' dramas too, however, I'm not sure my definition of mature is the same as yours.
I like dramas that feature an older cast -- in their 30s rather than 20 something flower boys. While the story can be light-hearted, it shouldn't be WTF silly. The tone of the show should feel adult and there should be real, relatable adult themes that is handled in a way that doesn't defy common sense and logic.

I also appreciate when there's realistic intimacy (french kissing, love making) between characters who are supposed to be lovers.

With this in mind here are my recommendations:

Lovers, City Hall, A Gentleman's Dignity (all from the same writer) -- in order of my own preference. LOVED Lovers and City Hall. AGD is a bromance between 4 male friends and their respective love interests. There's a strong 'boys will be boys' vibe to it, so there are some silly, but not dumbed down moments among the friends. I personally thought it was a fairly realistic depiction of how men behave around each other. Outside of the friendship scenes, I thought the romantic story arcs were handled maturely and reasonably well done.
 
Can We Get Married, Can We Love (both from the same writer) - I like the sequel (CWL) better than the prequel (CWGM), but both dramas were less than spectacular. Still they're very quintessentially Korean and worth a watch.

Coffee Prince - this is a classic and very popular among viewers. It's a nice romantic drama with a pair of great leads, however, the story got really draggy in some parts. Nothing the FF button can't fix though, so still think you should give it a go.

If you want to try some melodramas, I found these two pretty decent:

Padam Padam

Que Sera Sera

If you're looking for excellent character development, intelligent story, but with not much romance

Golden Empire

is an excellent choice. I love the writer of this drama, because while his dramas deal with quintessential Korean themes, the quality of writing is often far above the normal K-drama. More on par with great American TV shows like House of Cards and Homeland (in terms of writing, not story).

Cruel City is also okay to watch, if you want a bit more excitement in your drama, but of less quality in writing and story than GE.

I liked Nine: Nine Times Time Travel as well, a good mix of romance, time travel and suspense.