A lot of grinding, first and foremost. The idea of a massive multiplayer game was new so just having the thing itself was enough to get you excited to go in and spend days repeating the same 5-second loop to get a level. It was also a much more social thing, servers were usually small (and niche) enough that you would know most people by nickname, know when someone new entered, etc. Most games were mostly sandboxes so the fun was just to have this shared world and compete in it, more than doing quests, etc. There was a lot of full drop PVP so the stakes were really high, you could lose in a second the items you worked for weeks or months to get. It was exhilarating.

Then WoW happened.