Since somebody shared this nice comic about manuals in games in another community, I was thinking about them myself.
My most cherished game manual was the Diablo 2 one. The way they created a little story for each single ability was such an atmospheric wonder and probably started my fascination with lore instead of story. They were also probably the main reason why I took the necromancer and started to feel bored, when necromancer are automatically evil in a setting. Get creative!
My father had Falcon 4.0 and that was “just” a technical manual in itself. 5+ cm thick and full of schematics of the cockpit. I was in awe as a child about the complexity of that thing.
I bought Asheron’s Call (after a friend raved about it when I was in 7th grade) the day before we left on a family roadtrip. I brought the manual with me and fondly remember the discussions of different monster races, human networks and towns, weapons, and magic. Really set up for a great time that I might have missed if I had just installed the game and played. Those older games were pretty notorious for only showing those details in offline materials.