I love how everything is deeply connected to the world. For example, play a warforged in a kitchen sink setting like the forgotten realms and it's like "look, I'm a living construct". Play one in Eberron and know that you were likely considered a living weapon, property of the nation that bought you. The same treaty that declared you were actually people also condemned your kind to slow genocide as the creations forges were all shut down as well. That a sizable fraction of the adults you met had fought in the war at some point, and many had memories of warforged on their side or their foes. Everything belonged in the world, not merely existed there.
Another thing I enjoyed was all the different axis of factions. For example the nations were a bunch of factions and beliefs, allies and enemies. And the Dragonmarked houses were a completely different set, international, but with their own alliances and rivals. And they you had the Dragons and their prophesy, a different thing, and the Lords of Dust, and others.
I liked at the time it came out it made much more sense as a fantasy world that integrated magic, rather than faux-European-medieval-with-magic-bolted-on. It also was the first big one in my experience to semi-civilize some of the goblinoid and other monstrous races that now many settings do.