No, I'm not talking about Sherlock Holmes and the butler did it.
Mysterious signs, items, hints in conversations; all things I've been missing for a long time now. You find an unusual item, perhaps even in random loot, that has a purpose somewhere. No quest dialogue pops up or automatic quest markers to show you where you need to take it. You adventure across a strange carving in a tree that points to a hidden cavern somewhere without saying exactly where. A "rumor" you picked up at the local tavern leads to some ancient Pandora's Box somewhere on the other side of the world. But again, the most important thing is that your hand isn't held all the way through it. These days you run across something like this and a quest dialogue usually pops up with arrows showing you where to take it on your minimap; way to make me feel intelligent for figuring it out, or accomplished for doing so.
Am I the only one who misses these little diversions? Even though then can sometimes drive you mad, especially when the developer puts one in that looks like a mystery but actually is useless junk.