I had that same feeling with my first MMO, which was Star Wars Galaxies. It definitely wasn't a very good MMO, but it was my first, so it was the game that gave me that first MMO experience.
I went into the game with a very RP attitude. I made a Bothan smuggler, because Bothan's are typically spies (and there was no spy class, so I picked the sneakiest and most underhanded class I had to choose from). Instead of using my normal username or a variation, I named him Imik. I was amazed at just how vast the world was, and I was only on one of the planets! I remember early on I found a really nice pistol that I bought off some guy, and after a while it started to degrade. So when I decided I needed a new one, I went to the nearest cantina and had a seat near a couple seedy looking fellows at a table. I asked them if any of them knew someone who could repair my weapon for me, or perhaps sell me a new one. I was told about a man outside of another city who was THE man to see about firearms on the planet, no one made them better. So I traveled the long distance to get there and finally replaced my weapon with an even better one. The whole thing played out (at least in my view) how it would in a movie or something.
I had similar experiences with obtaining my Ubese armor (looks just like the suit Leia wears into Jabba's palace in Return of the Jedi), as well as a new hairstyle that wasn't available upon character creation. Because gear all came from players who crafted it, it seemed like the way to go was to seek out the few high level crafters who could make it, and hope the materials were available. (apparently mineral availability was on a sort of rotation, and supply would shift often) Each crafter I visited meant a long journey, usually requiring multiple planet hops to cross the galaxy.
Everything just felt so epic, and I loved being just one character in this massive universe.
Then I realized the combat sucked, there were like 3 types of mission to do, and a smuggler doesn't smuggle shit. You could make spice (drugs), but it gave you the same buffs that regular food did, but it made you puke a few minutes later. Guards never checked you for spice, you could even sell it on the public marketplace terminal. Other than the spice, you got some unarmed combat (you were better off shooting things), and some mediocre pistol skills.
