I will examine Runescape from when I first played it in ~2012.
My favorite aspect of the game was the seemingly infinite potential for exploration. Because I played it a time before I learned how to use the internet to search for things like tutorials and wikis, I experienced everything through tutorials and quests given by NPCs. This created an immersive aesthetic where I could create the hero of my own storyline, helping NPCs, gathering and crafting items, exploring new areas, and fending off wolves and highwaymen. The systems behind this explorative experience is the quest-reward system, as well as EXP bars, leveling up, and the open world.
Additionally, because of the open world, I would wander around to complete quests, walking and discovering more of the world, and feeling more wonder for things like a ship ride and the teleportations stones.
Some more specific mechanics that support these systems are teleportation stones need to be unlocked before use, different materials/areas/enemies/items require a certain level to access/create/defeat, but also give more EXP/better items/rewards. Another more aesthetic/design-oriented rule might be that all dialogue/tutorials/game information would be delivered by a character or creature.
These are some of the mechanics that allowed me to immerse myself in discovering a fantasy world.