The very first time you load into Azeroth, you don't know what to expect. If you're familiar with previous Warcraft games, you might recognize some places, but many of the locations will be new to you. As a level 1 character, you can't ride a mount at all, let alone use a flying mount. The world is huge, and it's actually difficult to get across a continent.
My first character was a night elf. I remember trekking into Kalimdor and thinking that the world was dauntingly massive. It felt like I was on the frontier, and the civilized world was on the Eastern Kingdoms. I distinctly remember traveling to Stormwind and later Ironforge, which is still my favorite city, despite now playing Horde. Ironforge was huge and majestic. It gave me the same feeling that the world gave me -- that I was very small compared to my surroundings.
The perspective changes as you play the game longer. Now, I'm familiar with all the zones, and it's easy to get around. Zone progression isn't random, nor is it something I completely control. There's an order to the zones, and I know the sequence in which to visit them. While it's nice to know the game well, sometimes I miss that feeling of mystery in discovering such a huge, new world.
How did your perceptions of the world change as you played? Did you feel awe at Azeroth when you first saw it?