Just a note about a quote I saw recently, which I really liked, from from Bungie (the guys behind Halo 1-3, Halo Reach and the forthcoming sci-fi game Destiny):
I thought about it for a moment and really agreed on this quote. A lot of my favourite games through the years have done exactly this. From the small diary notes and abandoned mansion in Resident Evil to unexplored ruins of ancient civilizations in Tomb Raider. They are games that don't often explain everything, they simply let you soak in the atmosphere and imagine what is going on yourself, and what has been going on in the past. Another perfect example of this in more recent history is Bioshock, which explains a little about it's underwater city and Rapture, but heavily relies on the player to be curious, listen to audio diaries and explore the environments and build an idea of the horrors that went on.
Take a book for instance, it relies heavily on the reader to imagine it's characters, environments and storyline by yourself. It can of course choose the amount of description it wishes to fill the reader with an idea of how it's world is "supposed" to look like. A movie has an easier job, and it too can use time to film a world and making it more detailed than simply as a backdrop. Games however, like the movies, show how the characters are supposed to look like and how the world looks. However, the player can usually spend time to explore and study these worlds by themselves.
It puts pressure on the developers to make it's world detailed, but they also need to leave some room for you to build your own story. After all, gaming is about an experience and although a heavily scripted game will show each player the same thing, more than often a less linear and free roaming game can give way for more unique situations that far pass the excitement of a scripted one.
A great game, in my opinion, has a well crafted, nice art style and detailed world to explore. It might not need state-of-the-art visuals, but I feel I need a consistency to it and the developer making it believable. Doing so, by letting my fill in with my own imagination, has given way for some of my most precious gaming moments through the years.