Much like Scavenger Sons, Games of Divinity was one of the books that really defined how Exalted was different than other games. It's not just that it had a vibrant spiritual ecology, though that was a major part of it--it's true that animism has always been missing from D&D other than incorporeal undead, but plenty of games like Glorantha or, indeed, other White Wolf games like Mage: the Ascension had a vibrant spirit world. It's that the spirit world was so petty.
Back when the Primordials ruled and dinosaurs walked the earth, Creation was run by the Celestial Bureaucracy in which everyone had their place and performed their function or else. After the Primordial War, the gods gave over rule of Creation to the Exalted and some them relaxed into playing the titular Games of Divinity, but everything still worked. Then the Solar Exalted were overthrown and things have steadily gotten worse. Many of the gods now require bribes to perform their duties, or can be bribed to favor certain groups or oppose others. The censors who used to regulate the Celestial Bureaucracy are mostly jaded and corrupt themselves, with those censors who still uphold their office thought of as naive and overly idealistic by their fellow gods. In some places like Great Forks or Whitewall, gods even openly rule over mortals in a violation of all principles of divine behavior, and yet no censure comes from the Celestial Incarna. They are too busy playing the Games of Divinity in the Jade Pleasure Dome. There's no transcendence here, only power.
This setup is a bit depressing, but it reinforces one of Exalted's central themes--power without restraint always goes wrong. Once the most powerful gods were free to control their destinies, they went into the Jade Pleasure Dome and spent all day playing the Games. Once the rest of the gods were no longer restrained by the Exalted, they abandoned every duty they could get away with. And of course, the Solar Exalted's excesses brought the First Age down in ruin. In each case, trying to solve the problem with violence just ended up making things worse in the long wrong. Violence is easy but lessens the world, so will your character try for a better solution?
Elementals are less thematic, but provide a good background to the world. They naturally arise from ambient Essence and are naturally material, so they're a great catch-all category for weird one-off monsters and inhabitants of hidden valleys that show in sword and sorcery fiction. Some of them are intelligent and some are basically supernatural animals, and some of them set up supernatural spirit courts in imitation of the gods. These courts are full of byzantine rules and elaborate pomp and ceremony, because that's what being important involves, and even in the absence of duties the courts continue because bureaucracy has its own inertia.
I was a bit surprised to see that a lot of the trends fans decried in later Exalted had their start here rather than later on. The most blatant was the unimportance of Dragon-Blooded to the spiritual order:
Today, many gods see the Dragon-Blooded as nothing more than a more dangerous and longer-lived form of mortal
which later contributed to a fan conception that only Solar-equivalents were "real" Exalts and Dragon-Blooded might as well not even be in the game, but there's also the pointless elemental spirit courts and divine disdain for elementals. With all the praise for Games of Divinity--and it is a good book--this was unexpected and a bit unwelcome.
All of that was forgotten when I got to the Demons chapter, though. I've heard Malfeas described as the best hell in gaming, and I'm willing to endorse that. The twisted body of one of the fallen Primordials, enclosed by another Primordial, and with all of his siblings entrapped within. While the gods are just people with power and tend to have mortal viewpoints, the Primordials are worlds unto themselves. Each of them has many forms, which they can adopt simultaneously, and it's possible for Malfeas the man to stand in a square of Malfeas the city and dance in the light of the mad green sun, Ligier, his fetich soul. The Primordials are too large for one soul to contain them, and each of them is its own spiritual ecology--they have multiple souls, each of which has seven souls of their own, and each of which has spawned entire races of children, creations, and servants.
The demons are more interesting than the gods, honestly. From Makarios, the Sigil's Dreamer, who turns the dreams of mortals into fine trade goods; to Zsofika, the Kite Flute, who chooses a target of her hunt after being summoned, always moving just slightly faster than them, and will only do her summoner's bidding after her prey is dead; to Gervasin, the Grieving Lord, a spear that binds to his wielder and drives them to death and beyond, but has fallen in love and now finds little joy in life. And these are just the demons of the second circle, the citizens of the Demon City, not the greater demons of whom they form the component souls. There's enough to form a game around each demon's plots all on its own.
Also, there's a mention of the Infernal Exalted who are owned "body and soul" by the yozis. If only they had stayed that way.
In several of the most popular RPGs, gods and demons are just around to worship and gain superpowers from or to fill out the higher-tier enemy rosters. In Exalted, they're people. Weird people, who have magical powers and weird quirks--but then again, that's true of the Exalted too. I wasn't a big fan of the comics in the Exalted 2e corebook, but I did love the tone set by the opening comic, where the Solars fight the local river god after he's flooding the river only to learn that the flooding is because he's sad that the maidens who traditionally came and sang to him haven't been showing up because of local bandits. That's a deity that provides immediate game possibilities, and this book is full of those kind of interactions.