Here's a great review of Wurm Online by Rock, Paper, Shotgun. It really captures the flavor of Wurm Online and how fun it is.  

"When the current Wurm servers started they contained nothing but virgin islands, and it was the players who designed and built the villages, forts, farms, shops, mines, roads and inns that are there now in various states of use, misuse and abandonment. This is important! This is /really cool!/ Not only does it give the layout of the world an intriguing, immersive plausibility, it adds an extra dimension to everything from the lowest level crafting to the highest level inter-kingdom warfare. The craftsman needs to think about where his material is coming from, the general needs to think not only about conquering castles but building, repairing and breaking them."

Read more Here.