The long dark. The game drips with atmosphere, sleeping when there is a blizzard outside your little cabin is just fantastic. Hearing the snow crunch as you're exploring, or the haunting sound of wolves howling as they follow you while you're hauling your latest kill of fresh meat.
The feeling when you come across a rare find that saves your life, like a nice jacket or leggings.
Oh! Once you learn to navigate in a blizzard? You can't see and it can be so hypnotic. Walking until you find a landmark and adjusting your path, crunching along while the wind howls hoping you find shelter before you die.
The feeling of seeing the Aurora borealis in that gorgeous sky at night?
It all almost makes you forget that you're probably starving/freezing to death.