I guess at the point in my life when I first played MM, it left me thinking about it long and hard even when I beat it and hadn't played it for months. It is a personal thing, like what everyone has said. There's just something about the story and the characters and the dialogue that get to the core of my feelings and thoughts. For example, the dialogue from the children you have to play with the receive the Fierce Diety mask. Statements like, "Your friends...what kind of people are they?", just get inside my head and make me question my own life. Or the line said after you get the Fierce Diety mask about good guys vs. bad guys. I guess what made me really interested in that line was a theory I read online about how Link is more of a bad guy in MM than Skull Kid or Majora itself because he basically took on the forms of these dead creatures; the Deku Butler's son, Darmani, and Mikau, and pretended to be them, therefore making it harder for the ones close to them to mourn over their loved one. I never really thought of it that way, but it was interesting.
I guess that's why I think about MM all the time. I relate to it a lot, in some ways. Also, another thing is I see a part of myself in all the characters. I feel a lot of loneliness like Skull Kid and will do anything to have a friend, but I can be like Tatl and be really sassy. XD And sometimes I feel like Link. I feel like I have to save everyone and tend to everyone's wishes and needs. So, yeah, MM really hits close to home for me.