I really like if the game choose real places, that I may never visit, or never will have the oportunity to, even if I would love to, and so, the games gives me a little glance (peak) on those certain places.
I usually like nature themes wide landscapes, sea, island, jungle ,mountains, as I said, nature related. But I also like historical (mostly medieval settings or old cities filled with history and legends)
Anyways, that doesn't mean I don't play other themes too, and the point is that if I like it, I'll play it!
An exception would be a much too dark (too horror) game...