I had the same experience as Ruski... well, maybe a little different.
I made a fighter first, which was fun, so I made a ranger to check out the class differences- which was also a lot of fun. So I made myself a paladin (my personal favorite class), which usually gets the most screwed in conversion to video-game format.
But honestly, it was fun to play a paladin. I liked it enough that I made myself a thief character, which is MUCH more difficult to play.
If you haven't read any of the reviews that talk about the first mission, then... well, you have to go through this cave that has a few kobolds to find 'the source of evil.'
As a fighter, you hack and slash your way through the level, taking out each kobold and bringing them to you one at a time so you can handle them. Rangers and fighters are both really similar.
Now with a thief, you have to change tactics... as Ruski and I both found out. You have to sneak, stick to the shadows, avoid combat, and backstab when combat is necessary, and then melt back into the shadows. I actually had more fun playing the thief and trying to figure out how to avoid combat than I did as a paladin or fighter, running through it.
Puzzles are also fun- I don't know how far Ruski got in the quests, but there's a few where you have to figure out a puzzle to continue, and it's actually fun to figure out how these things work to move past them.
All in all, with instanced dungeons (that make me feel like I'm making a difference, rather than the WOW-effect of me being one of six hundred newbies trying to get the spidersilk glands or rat pellets), puzzles, and gameplay, I'm liking D&D online, even though it's set in Ebberon, which isn't my favorite world. (Although it's very possible that they could set up games for Grayhawk or Forgotten Realms just as easily)
-kv