Great atmosphere
The gameplay itself is simple: pick one of the several cars and race one or several opponents on one of the game's several maps. You can get chased by the cops and getting caught sometimes results in a fun little FMV to watch.
What this game has is an atmosphere. The background trance music sets a distant mystic mood. Various sounds set against the music, like the narrator explaining the history of a car, serve to enforce that mood. So do the graphics. Driving can be done from the cockpit view, with different cars having a different interior, all of which are well drawn. NFS maps are set in various mountainous and flatland regions, and each brings a little bit of "out there" closer to you. The roads are populated by other cars (including cops) so the world feels alive. Smashing into ongoing traffic at full speed and watching your car flip in smoke was half the fun. Racing is generally done from point to point rather than on a track, which increases the immersion.
The trance music, the living highway, the far away mountains in the background, all of these features come together to immerse you and take you on a virtual racing vacation in the far away lands.