Temple of the Frog
When people refer to themselves as "purists" who like their D&D to have solely the flavor of medieval Western Europe, I like to remind them that the first published D&D adventure had powered armor and laser guns. The game has always been a wonderful mishmash of all things fabulous, regardless of genre, culture, or myth.
From a game material presentation point of view, however, the Temple of the Frog in the Blackmoor supplement is worth a long look. In addition to the inclusion of the artifacts (and their histories), the demon princes, the planes, and other material, the Temple of the Frog begins to build a shared D&D meta-setting. The idea blossomed (and remained for decades) that while you could create your own campaign world, there would always be a Demogorgon, a Vecna, and an Astral Plane involved. This meta-setting concept is one that is, as far as I know, unique in any medium and proves to be a powerful tool years later when people begin talking about the "D&D brand."
Greater Reliance on the Rules
Woven throughout the three supplements is a growing need to define aspects of the game in a concrete way. This, coupled with the expansion of detail, is the most significant change for D&D. The original booklets give nothing more than the barest framework and assume that the rest will be filled in by the DM. While this assumption doesn't disappear, it becomes clear that Gygax and his fellow authors felt the need to develop a rules authority that simply wasn't present in the first three booklets.
I would argue that this need didn't originate with the designers, but instead with the players. There is a type of player who refuses to look beyond the printed word for rules authority. They need canon, they need official rulings, and they need concrete rules. And they're a vocal bunch. One can easily imagine the little offices in downtown Lake Geneva beset by bags of mail asking rules questions and seeking clarifications and adjudications. (In fact, I know this was the case, and that they eventually had to hire a full time employee to answer this mail.)
For these people, "let the DM decide," or "just use your own imagination," are not acceptable answers. So with the development of these D&D supplements, you can see the evolution of the game's rules transitioning from a framework with guidelines and suggestions to concrete rules. This progression would continue into Advanced Dungeons & Dragons, where the rules became, arguably, more important than the players.
This may be the most important development of all, because although the issue would be given different labels and different biases, it would set the stage for most of the debates over the roleplaying game experience that would come in the next three decades: roleplaying vs. rollplaying, storytelling vs. rules, and narrativist vs. gamist.
The first few RPG supplements ever produced reveal many things about the early days of roleplaying. It's fascinating to see not only how the game developed, but how these early books shaped the way that RPGs would be written for the next 35+ years.
Monte Cook is the co-designer of D&D 3rd edition and 20+ years of other game stuff. Currently, he's hard at work on www.dungeonaday.com, which offers new game content every weekday.