In order, my top 3 things are seeing Disney / WDAS films translated into 3D worlds to be explored, Riku, and the music.
Well, actually, if I'm being honest, I would say the combination of Disney characters with the ultra-serious original story (Heartless, world destruction, Keyholes, etc.) and the FF characters was my favorite part of the first game--and that includes how much more serious Donald and Goofy were then, too--but that's been mostly absent since. Still, there was more of it in KH3 than most of the games between 3 and 1 (referring to Young Xehanort in the Toy Story world, Donald's Zettaflare moment, Yensid actually doing something to help at the Keyblade Graveyard, Larxene's labyrinth in Arendelle, etc.) and then there's the Fairy Godmother helping find the way to Quadratum in MoM.
To be fair to KH2, the Radiant Garden and Beast's Castle worlds at least were very good at intertwining the Disney characters with that ultra-serious aspect--Mickey's the only other Disney character operating that way anywhere else (in TT, TWTNW). I prefer when the adventures in the Disney worlds have gravity, tension, danger, etc. over them being largely comic and lighthearted.