I think the exploration aspect of Morrowind really drew me in. Everytime I thought i'd seen it all, the game would hit me with something totally out of the ordinary.
Seen a regular dwemer ruin before? Sure. Seen a dwemer ruin under water? No way!
Seen a regular daedric shrine before? Sure. Seen one that can only be reached through a series of tombs and inside caves? No way!
Seen a regular tomb before? Sure. Seen one thats bigger than a city, which contains a labyrinth flooded with water and skeletons? No way!
Seen a Wereshark before? Me neither.
Out of all these moments, I remember exiting http://www.uesp.net/wiki/Morrowind:Ald_Sotha after I finished (epically) looting the place, and looking east towards the water and the sun was kinda setting, and the sky was pretty much clear. Even though I had just finished slaughtering numerous daedra and daedric worshipers, I couldn't help but to stop and admire the beauty of the landscape. I lost track of reality that day.