The store-owner of the local games shop assumed it was a gift, and expressed surprise when I told him it was for my own use. Well, beggars can't be choosers.
The D&D ruleset is written for the Forgotten Realms setting, a rather bland Tolkien-like rip-off job, that has taken on a life of its own. There's your usual cast of characters, the usual skills, etcetera. I guess it's to be expected, because the original D&D did it precisely the same way lo these many moons ago. Most RPGs are set in some sort of fantasy world, and most are pretty interchangable -- just like the worlds in most fantasy novels.
Oh, sure, there are small nuances in the way magic works, for instance. But mostly, it's about an adventuring party that travels around to stop some kind of Big Bad. There are enough clichés in fantasy that there is even a handy encyclopedia of all the things that somehow have to be included.
But the thing that intrigues me the most, is that all fantasy worlds are feudal.
Maybe that is because most medieval societies were feudal. And if you want to re-create some faux-medieval world, only with magic, then yes, it makes sense to use the feudal system. But it has become some sort of default, that I think is quite restrictive.
Sure, the feudal system can generate interesting conflict, if the succession is hereditary. Just see the Storm of Swords-series by George R.R. Martin for an excellent example.
But suppose you'd have a medieval republic. It's not much of a stretch, actually: Rome was a republic, and if you have quite a few urban centers with lots of guilds, having the guild members vote for their guildmaster, who will then take a seat on the city council (or something like that) isn't very far-fetched.
As for conflict, there is plenty. Instead of just having your brothers and sisters to contend with, a prospective ruler has to take everyone into account. Alliances, coalitions, shady dealings... it's all there!
Take the Iron Kingdoms setting, for instance. It is feudal, but there is little need for that.
In reality, gunpowder was a great equaliser on the battlefield. Knights need a lot of money and support crew to get into battle, but with a rifle, you can equip any farm hand with a deadly weapon and have him be a force to be reckoned with on the battlefield. Cavalry charges aren't very effective against troops armed with firearms. This enabled the commoners to gain more and more might, which in turn heralded the end of the feudal era.
And yet the idea of feudal fantasy is so ingrained in the minds of fantasy creators that we do get knights in shining armour.