I remember how in Vanilla WoW I once stood in the Barrens in Crossroads, and I wasn't really sure where to go next. Four directions to choose, which one to pick? I'd earlier seen a village to the east, where I could take a boat to foreign continents. And I remembered seeing some mountains in the west, and that looked interesting. I didn't know where the path would really lead me, how strong the enemies would be, if I'd encounter a larger city or just wilderness or what was going to happen. I bought some meat for my pet as food, stocked up on arrows, and off I went. It was the first time in the game that I had seen such large trees. Steep walls rose up to the left and right, sometimes the path split in front of me.
That's a bit what I've been missing in the MMORPGs I've tried: the sense of exploration. Not knowing what you will find next.
I mean, in most MMORPGs, after you created your character, you press M, and you see "ok, there are invisible walls to the left, right and behind you. You walk the path ahead, there you'll see a large city as it's already marked on the map, and this area is probably some fire / lava land, while that one is snow. Ok", and you know what the entire continent looks like. This bores me. I want to explore.
Or think about Rift. I liked a lot about the game, played it until level 40 or so, and there was zero choice on where to go. Each and every character in the same faction would walk the same path through the same areas again and again.
Is there a game where you truly don't know what comes next?