Amazing and groundbreaking game, my home for the next few years!
The Secret World starts you off strong with story. You'll choose your faction from among three secret societies. The Templars are, of course, holy crusaders. The Illuminati are all about power and wealth, and don't care who they have to manipulate to get it. The Dragon seek to find order in the art of chaos. After you create your toon and dive into the game, you'll be treated to cut scenes that all essentially follow the same story, but with color and characters relating to the faction you've chosen. Once you've moved through the opening cut scenes, and a brief flashback experience that takes place in Tokyo, you'll head to your starting city: London for the Templars, New York for the Illuminati, and Seoul for the Dragon.
The sound, the atmosphere, the cutscenes. Just sit down and enjoy it. The graphics are really nice, even though the low level animations on fighting isn't awesome that really gets better as you reach the outer parts of the abilityring.
TSW is all about the journey, so don't stress to get it over with, take your time and just let your self be a part of the Secret World.
PvP isn't really my thing so I can't say anything about that, but the PvE-part of this game is really worth a visit.
TSW is the game AoC should have been. Don't miss it!