Ultima Underworld, I feel like getting back into retro gaming, so the first thing I have to do is to follow the tradition: read the manual. If I didn't, I wouldn't have known I could make popcorn with a lit torch; that is an early prototype of "combine items" like in survival horror games.
I have tried a little Ultima 7: The Serpent Isle just to test how it runs on my machine; they definitely made sure that you pass the test of the history of Britannia before you can even continue the game.
Really like the old days when they still made booklets like History of Britannia (as told by Kyle the Younger), just so that you get immersed in the game world before you even play the game.