1.
Heroic narrative. It was the first time it felt cool to play in a heroic story doing more than "kill the bad guy and take his boots for XP." And, the novels were a brilliant tie-in. I wanted to be a part of the stories of Tanis, Laurana, Raistlin, and Caramon. It was only a matter of whom and how (reluctant hero, villainous hero, etc) . It's one of the rare times I re-read a story and became emotional over "bunnies, Raist."
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2.
The Art. Besides Dark Sun, I feel there's no setting more impacted by its artists. While they made them, I bought the calendars & games...
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3.
Races & Classes Mattered. It was the first time playing a dwarf or elf (take your pick, and it's complex) felt like it mattered...or a wizard, or a cleric, or anything else. There was history and story and legend attached to everything. Beforehand, you cast magic missile, ergo you're a wizard. In Dragonlance, you're part of a complex, rich world wherein you might die for your love of magic (and should be willing to). Or part of an organization that has lost its soul (Knights of Solamnia), or having faith when there is no reciprocity from the gawds.
4.
Taladas. And when I thought TSR had outdone itself, along came the boxed set for Taladas. Today, it remains a setting that I feel was so richly developed (and never expanded upon) as to be the standard for settings. Give me the Minotaur (Roman) Empire, the theocratic Thenolians (who raise the dead of their enemies to sustain their undead armies), the steampunk gnomes (who build fantastic cities on a sea of lava to reclaim a holy relic), and the barbarian elven hordes of the Tamire.