I am looking forward to the option of creating your own character and follow them through the campaign adventures in an ARPG, hack and slash gameplay style. 
Ok, jokes aside, and before I raise a duststorm of angry purists again, they have teased the campaigns quite a bit. We’ve heard that it is not going to be anything like what we’ve seen in an Age or RTS game before. While using the keyword: “Humanized History”
Something that I would find very interesting is campaigns with interactive story telling, where player’s decisions through the missions can actually affect the storyline and lead to multiple different developments or ends.
Maybe the player could even be able to pick sides and decide who should the “bad” of history will be and fight and who the “good” one that will help.
Following your own fictional character instead of a specific historical figure is a nice concept for me as well.
In any case, as long as the context remains historical, I’m fine with the story to be something else. Rewriting history or humanizing historical characters and events with narrative details and stories can be more interesting than following history in a linear way.
Generally, I’m more excited to see all the new things that the game will bring to feel fresh and futureproof. What will do differently and how, rather than what will stay the same and how similar it will be to other games or old RTS recipes.