I've been discussing this question with a couple of people lately and the answer usually boils down to something like: Rewarding players for their actions. As in, the more you play, the bigger the reward (more XP, more gold, unlocking content, etc.), so there's something to 'work' towards.
What makes games fun to play for you?
Godliest
A challenge. Something that you can feel proud of once you've completed it. Interesting/new concepts can also be fun because they are something new, something you've not seen before.
Xeptic
Working towards the reward should indeed be a fun challenge for the player, feeling proud of your accomplishment is a reward in its own I suppose. Innovative concepts is something I haven't thought of, but it's certainly true. Problem is if the fun will last once the innovativeness wars off *cough*Wii*cough*.