IMO the going back to the first day was really cool, but something that was really cool was that once you beat majora's wrath, it said "dawn of a NEW DAY". that just completed the expierience for me.
Yeah, Too many people just hate Majora's Mask because the beginning is so hard to figure out, unless you talk to some of the NPC's, then it's actually pretty easy to find out what you need to do