Hmm hard to say, a lot of my favorite games are single player and their mechanics don't necessarily apply to an MMO, but I can think of a few.

From FFXI: How to do pet classes.

From SWTOR: A story with branching dialogue trees that actually have consequences. Now granted, in the SWTOR storylines the endings are basically always the same but a few of them do drastically change the path to get there and the dialogue that happens at the end along with the possibility of killing off certain NPC's. I'd have loved the option to punch the Fortemps son instead of letting Thancred do it.

From Bravely Default: How to do a Samurai class as a tank.

From The Division: A personal instance of some kind that grows based on our actions and accomplishments.