You have to give it time. It's very boring at the beginning, without exception really.
It's very difficult to sum up why I like EVE so much, but I think it's mainly the depth. The thing that makes EVE unique is that players make their own content and don't rely on the developers for it. A good way of illustrating the sheer depth of EVE is the alliance territorial map:
http://myeve.eve-online.com/ingameboard.asp?a=topic&threadID=331220
The map shows the different regions owned by the various alliances in EVE. Note that every single alliance is formed and run independantly by the players of EVE, with no intervention from devs. At first, a few years ago, there wasn't even any official ingame alliance system. Players just banded together, occupied an area of space and called themselves an alliance. There's now an ingame alliance system that has been introduced as a result of players forming these alliances. The biggest alliance at the moment ASCN (Ascendant Frontier) consiting of around 3700 players. The biggest alliances ever to have existsed in EVE, however, were, I think, the CA (Curse Alliance) and XF (Xetic Federation), each with about 5000+ players, although they fell apart a long time ago.
All of the interesting stuff (i.e. alliance warfare) happens out in the lawless tracts of 0.0 space. It's kind of difficult to get involved in this as a noob, you need to join a player corp in order to actually stand a chance in 0.0.
edit: put the old alliance map link in
