Why was Bloodmoon so impressive?
In my opinion?
First time an enemy ever scared me (Spriggans back then had to be killed thrice before it stayed dead, I ran for the hills the first time it got back up).
Gave you the opportunity to go mano-e-mano with an aspect of a Daedric Prince.
A location that featured forests and snow, as opposed to Morrowinds drab deserts and swampy locales...
Things like that.