I think this might be a thing in modern games, but I don’t play enough new releases to be sure: Changing the accessibility settings before anything else in the game. The first time I encountered this was on The Division 2, a Ubisoft game of all things, and being able to tune my subtitles, visual cues, sound options, among others before even the Press Start to begin the game is an incredibly comfortable feeling.
A minor feature that is unfortunately underused is having an archive/library/compendium of characters, plot events and the like. The Yakuza series has entries for its major characters, which is a bliss in games that are essentially soap operas introducing new families and plot twists every with every new installment, and being able to catch up after a few days/weeks without playing is a relief.