Well, once you hit around level 15-20 or so, you start meeting some of the more important figures from the old games such as Jaina Proudmoore or Varithmatis. You get to hear a little more about some of the story and such, and you get to see the effects WC3/FT had on the world a bit more.
Also, here's a trick for you all: turn all your sounds off, but put your ambiance all the way up. Head into UC. In the room with the fallen bell, you should hear a bell ringing when you walk in. To the next room, where you hear tonnes of applause and cheering [from those praising and hailing the king], and finally into the throneroom where you can hear the king being warned about Arthas.