I love when games use as few invisible walls as possible, and don't stop you from exploring weird places or even out of bounds. There doesn't even have to be a reward, just the feeling of getting somewhere where you're not supposed to be is enough. Ultrakill and Anodyne 2 both do this really well.

I also love rich, responsive, low-restriction movement mechanics, which kinda ties in with the first point. I love when games let me chain all sorts of moves together for wild bullshit midair acrobatics, zipping and bouncing and flinging myself all over the place constantly. Good examples are Ultrakill, Pseudoregalia, Sally Can't Sleep, and Cruelty Squad. On the flipside, Demon Turf is a game I hated and dropped quickly because of how artificially and pointlessly limited the movement felt.