Like most dystopian narratives, Bioshock starts with a character thrust in an unfamiliar environment where they are forced to learn how to handle obstacles, enemies, and hazards. Exploration allows the main character to learn about what the city of Rapture used to be like, and piece together the pieces that led to its eventual collapse. Themes of governmental abuse are persistent throughout the storyline with Andrew Ryan, the founder of Rapture, as he tried to further science by creating a utopian society that was free from "petty morality" of the surface world. This led to the discovery of genetic modification that gave inhabitants of Rapture superhuman abilities, like telekinesis or electrokinesis, which plunged the city into class conflict and eventually led to its decline.
The storyline of Bioshock is incredibly interesting, not only for its existing narrative, but because of how the player can choose to interact with the environment. You can skate through the game by accomplishing objectives as quickly as possible, or you can take the time to explore different parts of the city, picking up audio recordings to understand the politics of what Rapture was like in its glory days. Throughout the game, the player has the option of "saving" or "harvesting" the Little Sisters for their ADAM, which the player needs in order to become stronger throughout the game. This moral choice of rescuing or killing a Little Sister ties directly with what ending the player experiences when finishing - a happy or dark one (respectively).
The role that choice plays is fundamental to the game mechanics as well, as players have the flexibility to use a variety of different weapons or plasmids (super powers) at their disposal. You can choose to mow down your enemies with a machine gun, or electrocute them all if they're all standing in a pool of water. There is freedom to hack the security systems of the city, which can help you in battle, or you can simply sneak by them and avoid the hassle. Whatever type of player you are - one that wants to engage with direct combat or use stealth to complete the objectives, you still arrive at the end of the game, having to battle Atlas and drain the ADAM from him. In the latter part, combat is necessary, which may say something about the actual lack of choice in the game, especially when the "would you kindly" phrase is revealed to be a brainwashed command trigger. This illusion of choice is center to Bioshock, and is what actually ends up pushing the story and game forward.
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