Why is it so great? The control over your body. The feeling awesome and powerful. It has made my life a whole lot less stressful as well, even though I do more.
If you don't have some kind of total physical exertion in your life I highly recommend getting one.
To start, do three things.
Find a bouldering wall. Get a hold of some climbing shoes. Watch videos 5, 6, 7 of Climbing for Beginners [0].
Don't spend a lot on shoes, you will wreck them really quickly and you will certainly buy the wrong sizing when you start.
Boulder a bit and have fun. I enjoy bouldering with a friend the most as it really challenges me. Bouldering walls are often full of really cool and helpful people.
If you like it then watch some more videos to improve technique, think about what you are doing and practice. Consider trying rope climbing (you will want to take a short intro course for this, the rope skills are important).
Then you will start watching super cool videos [1], find yourself at the wall waay too often, and be more interested in finding out somebodies beta than their name.
[0] https://www.youtube.com/watch?v=jbIDnMmSLsc&index=5&list=PL-...
A CrossFit instructor I know says the best reason to squat is that you will be able to go to the toilet unassisted when you are 80...
I'm not even referring to just being able to lift something, because plenty of larger framed people can do that. I remember the first time I realized I was no longer "big" came when I squeezed through a thin pathway in my closet. Last week, I ended up doing 7 chained backflips at a trampoline park. What was the point of both incidents? "To see if I could".
If you do some forms of training, you can become very flexible. If you are martial art minded, you can find yourself very disciplined.
Finally, you do get more confident (what someone might see as narcissist or how someone might manifest it).
Also, I've noticed that people in the gym are somewhat narcissistic, so perhaps the benefits are only for this group?