The story itself is nothing incredible. In fact, it's really quite old fashioned, but I think it shines in the way it tells it and through its characters. Ryo's revenge is the end goal, but as he gets closer to it he's maturing and learning. In Shenmue 1, we saw his anger and determination pull him away from those close to him. It wasn't in till Nozomi got into trouble did he realise it's not just him he's dragged into all of this. Then, Nozomi left.
Consumed with his anger, he had simply dropped everything in his life to do this one thing and it was destroying him. I think, that's something that's sort of lost on many people at the end of Shenmue 1. The end scene where he walks through his home town sort of shows what he's leaving behind and then you think why.
In Shenmue 2, we see this again and it isn't in till he's taught to let go of that anger before it gets him killed does he realise. Xiuying thinks she's finally reaching through to him, but as soon as he hears where Lan di is heading, he's off chasing him again. His anger has gone, but his determination hasn't. At this point, Xiuying tries to stop him again, but realises it's useless.