Feedback

In my opinion, feedback is more important than anything else; it's where immersion starts. Everything the player does has to tell him those actions has an impact on the game in the most explosive way possible. When the player shoots at an enemy and destroys it, don't just make it disapear... Make it explode, make some noise, etc. When the avatar walks, it won't make the same sound when walking on dirt as when walking on grass. Or even when confronted to a menu, if the player tries to go down an option in the list and can't, give a visual and/or auditive cue. Tell the player what's happening the first time he tries it. In the menu exemple, if he hears a buzzer for the firts time and his cursor isn't moving, he'll quickly understand the situation, and won't try to push the down button again.

So, feedback has two main purposes: immersion and information.