Demo CD's that came with some magazines when I was little. Oh the joy I had playing those Warcraft, Starcraft, Age of Empire etc. demos again and again!

Then one day my father had bought me the full version of Starcraft...

The most striking thing to me is the etiquette around digital world.

It's now acceptable for people - even friends - to sit around and ignore each other while they are all on their phones. It used to be if you were visiting with someone they wouldn't answer the phone because you were visiting. It wouldn't be polite. Now I almost expect people to make me wait while they take cell phone calls.

The other thing I miss is a more thoughtful pace to life. It seems like we have so much input coming at us in the digital age that there's not same amount of time to digest and think about things unless we specifically make a point to turn it all off and digest.

all imho

Game stores. Actual, honest to goodness, wall-to-wall, floor-to-ceiling, chock full of so many good things you actually want to spend time digging through and walking away with five bags of gear stores.. Finding something awesome was like finding buried treasure. And then of course there were the accompanying enjoyable aspects like having the game box, having the manual, having the extras.
If GOG had brick and mortar stores with their catalog on the shelves, I'd probably be more inclined to buy even the crappier items, just because of the charm of the experience. Right now, it's "Let's check this, oh wait screenshots look kinda bad, online reviews are giving it a 3 out of 5, Person X says it's great while Person Y whose comment is right beneath them on Metacritic says it's a steaming pile, what kinds of drugs are people taking for such radically different experiences? Wait, Game Review Site A says it's pretty good but wait I heard Game Review Site A is playing the role of advertising bitch so their review game supply doesn't dry up so I can't trust them" and so on and so on.
There's a ton of information but information clarity has gone right out the window. The best way I've seen to get a better sense of the experience is to watch a Let's Play, but if you do that, you're going to get everything spoiled for you when you just want a sense of whether or not what you want is worth the money. One thing the game magazines did right was to (usually) give you a sense if game A would be superior to games B-Z in terms of providing the experience you want to have.

Ah, the lovely pre-digital area.
If you phone someone you could hear the police hitch up.
There were no cameras on every corner of a street filming your every move.
No endless and meaningless calls from persons you hardly know.
The experience finding an unknown location with just a map and several (confusing) descriptions.
No advertising material tailored for you (because there was no one collecting every detail of your life).
As such if you entered an games-shop a new unknown game itched you to buy it.
No writing in forums like this about games (and no NSA knowing about you spending time in forums like this writing
about games)...you were playing games!!!
Talking with people without using a mobile (for the younger among us..yes, that is possible, try it).
Only 3 - 4 television programs (Germany) and every channel was dull (now with some hundreds you have a so much
bigger selection of dull channels).
Reading magazines cause they were the only source for news.
Movies with a story and actors and not a chain of CGI's
Cars that need skill to drive and not money for purchasing the driving assistances.

Better stop here, i could write some pages if i want :P

I miss having less choice/less options of things to play, to watch, to read.

Back then, every release of every game, movie, TV series, book or anything at all was a big deal. Therefore, experiencing them felt more significant than it does now. You could be a gamer and play almost every important game that got released on your system and then some. Most games now are "just another game," which is probably also why stores have to give massive discounts to sell games.

You had more time to be drawn in and feel attached to the things you played/watched. Nowadays it's a rush to keep up with all things new (it's actually impossible). It's hard to find the time to dive into the increasingly more complex map editors and modding tools to extend the lifespan of a game. Chances are your project will be dated by the time you can finish it.

I miss small, but loyal online communities where everyone knew each other and where each individual mattered. Communities like that kept games alive and it seemed like people cared more. The communities are now often too large and loose, and there's too much moving on to grow attached.

Bargain bin hunting at EB, Best Buy, Software Etc, Gamestop. Coming home with bags of treasure, unwrapping a new game and scanning the manual. I have not been to those stores for many, many years.

My local Cyber Exchange which allowed me to trade in my unwanted games for store credit towards older used games. This was before trading went main stream at EB and Gamestop.

Multiplayer was so fun to set up in the good old days of TCP/IP. All those phone calls, yahoo chats, and failed connections...but when you got it to finally work, it was awesome! I actually didn't play much multiplayer, though.

Always loved that. Been pretty crap the last few years though. Less and less deals at local EB :/.

While it's not quite the same, I picked up Fire Emblem: Awakening for $15 at Best Buy after Thanksgiving, so it IS possible to go to those stores sometimes and find great deals. :)

Kickstarter has kinda brought some of that back - big-boxed games full of feelies and all that yum... well, I haven't exactly gotten any of those games yet so I'm hoping it all turns out yum. Admittedly, at a much higher price, but it's better than nothing I guess.
Picking out those boxes from packed game stores is harder to replace though.

I also kinda miss the fact that games seemed 'harder' (or I was 'slower') and I didn't know what a 'walkthrough' was (and I sure as hell wasn't getting approval for a phone call to the US for hints), so I'd rate the game-length in 'weeks' or 'months' instead of 'hours' (maybe my memory's leaking and I'm just projecting Myst on everything from that period though).

Stealing from TinyE with my own addition

NO FUCKING FACEBOOK!

I just miss comic books that didn't suck and publishers that didn't expect me to buy 47 different books a month to get the one or two pages essential to the newest event that promises "things will never be the same again" just to go back to the status quo in six months.

Also in comics, I miss the old coloring and cheap paper they used. You can't get anything like the Kirby Crackle using todays methods.

Dammit, I miss Jim Shooter. Comics depress me now.
What? You don't like knowing EVERYONE'S every thought, breath, meal, relationship status and musical playlist at every waking moment?

Even though I do love being able to find out the answer to a solution in a game quickly, there was something to be said about figuring things out on your own as now I think I give up on difficult puzzles far too easily. I remember playing Quest for Glory 1 when I was 13 in 1993: it took me MONTHS to finish that game! At the end of the manual I had written the date I began playing and the date I finished, and looking back, I remember that even though it was frustrating walking around here and there, trying to figure out what to do, I had a lot of fun doing it on my own. Well, for the most part. I do NOT miss having to pay $2/minute for the Sierra help line calls, though.

The only thing I miss is reading the manuals while I take a shit.