When you're in the heat of battle, you always have a goal, and it's usually pretty clear what you're trying to do. The question is, "how."
I recently read a review on a book that was recommended to me. The review said that the book failed to present the reader with thought-provoking questions, and instead hit you over the head with a preachy allegory.
I have noticed this phenomenon in myself...The best stories I hear inspire me to want to create my own versions of those stories. I think this is not because the story I am hearing is bad, I think it's because it excited me enough to spur me into thinking of my own ideas about that story.
How does this apply to games? My point here is that at the base of all rewards we can receive in an MMO, the greatest reward is receiving questions to which we feel impassioned to find our own answers to.
The reason learning new skills in an MMO is fun, is because we now start to imagine the possibilities of using those skills in our next battle.
The reason a good boss fight is fun is because the tides of the battle can change at any moment, and we are required to ask ourselves in that moment, how we can best react to the situation.
In order to make a game completely engaging, it may help us to consider what questions we are asking the players. The questions need to be engaging, and they need to continually build upon each other. Continuing the analogy, if I were to ask you some simple 2nd grade math questions over and over, after exploring all the possible questions, we would have exhausted our interest in exploring further. The questions need to build up and up, and they need to get us thinking. After you log out of a good MMO, you may find yourself thinking all the next day how you can up your DPS or Heals, and start forming a plan in your mind. Then you go back the next day and start to work on it...Along the way, there are things that try to slow you down, presenting more questions...How do I overcome these? Can I do it?
The next time you get a new piece of end-game gear, check yourself to see if you're closely observing your stats, seeking any possible increases. That increase in stats is your means of exploring your new item. You may also show your item to your friends. You are curious about how they will react.
All in the name of fun. I hope this article got you thinking, too.