Gonna go with the general Morrowind trend of the thread.
Since I didn't have Internet back then, but computer game magazines would come with DLH cheat archive update, I would use the walkthroughs I found there to find out about games. The thing is, I played that Pirates of the Caribbean game that was initially supposed to be Sea Dogs 2 and its walkthrough mentioned Morrowind. I checked out the category and found dozens of guides, all mentioning stuff like a Thieves Guild and a Temple and towns with weird names and dungeons with even weirder names. I knew there was a sunken statue somewhere off the coast that gave you a quest and I knew there was something called "glass armour", which was apparently quite valuable, in a place called Ghostgate, as well as in a vault of a house named Hlaalu. I also knew that something called Golden Saints were pretty important because of some reason to do with their souls and that there were several towns that you couldn't explore without learning to levitate. There were trainers and each skill had a master trainer and one of them was sort of hidden on a boat. There were artefacts that were mentioned in a book and you could actually find them all and there was a whole thing about becoming a vampire, which sounded like both a blessing and a curse. I also knew that whatever cliff-racers were were trouble.
Now, Morrowind is a weird and alien game in itself, but reading bits and pieces about it in some game guide without actually even knowing how the game looks like was one of the most bizarrely exciting experiences that I ever had. I became obsessed with the game and a few months later, when I finally managed to get my hands on a (horribly ripped) version I didn't even understand what was happening to me. I genuinely can't remember another time in my life when I was happier, and I'm including all the sex, drugs and professional satisfactions that came later here. It seemed like every little bit of it was blowing my mind. The adjustable menus, the travel system, the map that appeared positively enormous. And then I reached Vivec. And nothing, not even the guides prepared me for the wonder that was the Foreign Quarter, where you could easily get lost. Long story short, I spent probably a couple of thousands of hours playing it and for most of my high-school years, the only two icons on my desktop were Morrowind and Winamp.
It probably seems like a stupid idea for most people, but reading a guide to a game you don't know is the sort of unique experience that feels like discovering a long-buried book that gives patchy details about a lost civilisation. And having those expectations met, even exceeded was a beautiful, beautiful thing.