It was really wild, out of the box you would get: sound themes, color themes, icon themes, startup sounds, wallpaper themes, different loading animations, am I forgetting something? :-D
Custom, sometimes animated, mouse pointers!
I remember them for rendering my computer almost unusable by eating up nearly all of the available compute... But my gosh it was pretty!
Custom css email themes aka "stationary", which other people can see on emails from you. These are still a very prominent part of email but I don't see anyone expressing their individuality with it anymore. It feels like a huge blast from the past to get one with any kind of theme that doesn't look like something a bank would use.
There was also "smileys" but I never used those because smileys were considered tacky. Yet it's the thing that stuck harder than anything else.