Looking back in my 30s, I think part of my brain has atrophied because I can now purchase and download games and content with a few clicks on Steam and £40, which will be ready to play after dinner.
Before you had to think and search forums (both public and private) for DDL links, CD keys, cracks, passwords to unzip files.
Then once you had downloaded these multiple RAR/Zip files you then had to check and verify them for corruption or viruses. After that it was reading the sacred README.nfo file included in the crack zip. Which if you didn't specify to open in Notepad or Notepad++, it would open the Windows System information window.
The last stage before firing up a game was the patching/cracking phase; that could involved things like editing hosts files, unplugging or disconnecting from the internet, or modifying your firewall to prevent network requests for anti-piracy software. Then you ran your crack or copied a patched .exe file over into the game directory. Aye presto, you're ready to fire up (hopefully it didn't have a virus or rootkit)
...but wait there is no loading videos or splash screen (panic). Well that's because the pirates were saving storage space and removed unnecessary game videos and music assets.
<Play game> Bioshock
Ah, that was a nice nostalgia trip.
Also for any other nostalgia trippers, do you remember the first thing you always installed was a cracked version of WinRar (before 7zip became cool), running on a fresh install of Windows_7_SP3_BLACK_EDITION_XXX.iso