When I just started playing, thought this game has some kind of transportation where you can freely move and look at passing landscapes, especially when I seen rails in Thanalan, then after seeing that airships just instantly teleporting you with a little cutscenes I ended up really disappointed.
Also when leveling up, I really thought that after completing story once, you can create an alt and level up freely, without MSQ.
Ah, and I really loved raise on my Paladin, thinking it will be very useful in raids.