The whole teamplay aspect and how unique the gameplay is. As Sitebomb said
SiTeHBu0mbbyou feel that you are playing a pivotal role in the whole 'machine' so to speak.
and this is very easy to notice from the first time you try comp
you notice how everyone behaves different. how the team acts as one (or tries to for that matter)
Tbh when I started all I wanted was being able to rocket jump, pull off airshots and mimicking all those epic moments on TF2 fragmovies :)
Also, we take it for granted by now, but the service that pages like TF2Lobby and now TF2Center offer for the community is amazing, specially when it comes to introducing new players to the competitive format.