I'm sure I've had tons of these in the 25+ years I've been gaming.
I was super pumped when I got my first flying mount in WoW, that was an awesome feeling.
The first time I logged into Everquest, with my Erudite Wizard, just outside of Erudin (I think). The world loaded up, and all of a sudden there were all these things assaulting my senses, and I felt a tad overwhelmed. There were newbies practicing their casting skills, with the associated sounds, and particle effects, or casting spells at little newbie-area critters. I'd never felt so clueless about what I was supposed to do in a game. That was in '01, and the game came out in '99.
EQ and EVE contain some of my favorite moments in gaming, because you always felt like something was on the line -- dying actually mattered. It's something sorely lacking from current games. I'm currently playing SWTOR, and if I die, it's a 30 second inconvenience. Back in EQ, if someone yelled "Train" in Blackburrow I would get all tense and start panicking while I was looking for a place to hide or flee to the zone exit. I miss that!
I agree so much! When death actually carries a hefty consequence, it really alters the way you need to play a game, and makes the game MUCH more exciting/rewarding when you survive a challenge!
It really is unfortunate that so many gamers nowadays never had the chance to experience that, and have become so indoctrinated (is that the right word?) to zerg tactics, without concern of consequences.