The show made your surroundings creepy
The X-Files could change how you saw the world. As Grantland's Brian Phillips pointed out in his 20th-anniversary essay, the show was often about the tension between big-city bureaucracies and small towns. I grew up in an Illinois suburb that always seemed dull, the type of place a show like NYPD Blue, Law & Order, or The Practice would never bother to explore.
The X-Files flipped the script, suggesting that terror, chaos, and hordes of alien-virus-carrying bees could be hiding out anywhere -- in the most blighted of strip malls, in the Wendy's parking lot where teenagers did drugs and got in fights, or in the creepy pet-grooming spa where dead dogs were discovered. It didn't insist that those places were inherently interesting, but, like the work of David Lynch, it gave viewers the necessary tools to find the unseemly in mundane landscapes.
Staying up late on Saturday nights, after SNL was over, I felt like I was part of a secret cult that existed within my own family. The show moved past the first season and into the second and the third. Even though I would often read about new episodes online, the old episodes I watched on the weekends felt like they were my own. Like I was watching them on an alternate timeline or in another dimension.