Features that make you love a game.

[Kalevala]

I should have elaborated a bit more. I mean in cases where the story is mostly implied or hinted at by things such as easter eggs. Games like Limbo, Left 4 Dead 2, or the Trials HD riddle.

Aha, then I very much accept your answer, because I love this method of story... acquisition (?) also!

Yeah, I'm not sure what to call it either. When done correctly in can boost a game's potential for immersion exponentially.