I recently began a campaign with one of my players where he DM'd for the first time. He did a great job, especially for a first-time DM, and he learned a lot about the game and came to a new appreciation. I learned a lot more as a player, seeing the game from a different perspective.
The DM is the whole world and everything in it
With the exception of some mighty fine miniatures and Dwarven Forge terrain, players only see what the DM tells them. If the DM misses something, it doesn't exist. Good players will ask for details, or even roll skill checks to coax more description from a reticent DM, but oftentimes the burden falls squarely on a DM's shoulders to get all of the detail out on the table.
1. What's this place like? More than anything else, evocative room descriptions help me as a player picture myself in the fantasy setting. Not a lot of purple prose is required either. Sometimes it's enough to describe a sound overheard, or a feeling a person gets, or an impactful description. Players minds fill in a lot of detail if the DM nails the "feeling" of the location.
2. What are the obvious options? As a player, I'm operating in the dark. In order for me and my companions to devise a plan to overcome an obstacle, I need a few alternatives to get started. This can be as simple as "you can charge at the goblins head-on, and maybe take them by surprise, or you can sneak around the edge of the camp to avoid them. There are few guards and they seem to be focused on their dinner". These two alternatives give the players a springboard for their next great ideas.
3. Are we there yet? As a player, I need to be reminded every now and then what plot thread I'm pulling on. Even highly engaged players can sometimes get so focused on the immediate challenge that the larger adventure is forgotten.