First, if you are into the mythology, politics, religion, history, etc. of Egypt then the opening sequence alone is worth the price of admission. Because it is basically everything Egypt rolled into a ball several minutes long. :D I was charmed to see, in a time when so much of entertainment is overwhelmingly American, the underlying thoughts and style of the opening were quintessentially Egyptian. They just took it all, and told it in a super style.
Actually the whole movie is one big basket of eastereggs. They did a fantastic job of tucking in little bits of things with television clips, music, clothes, books, etc. all highlighting the timeframe, locale, characters, and theme. Someone should make a list of them all. :D
The whole story is really about good and evil, and the choices people make. It did several things with utter brilliance. It demonstrated how most problems are manmade and people's bad choices create their own demons, that most people are a mix of good and evil so they can chance their stance if they choose to, and both Charles and Erik bant a little toward each other in their perspectives.
Basically one whole plotline is that Erik had gone off to mind his own business, but during an emergency he saved someone's life with his superpowers, whereupon everyone had to go jump on Johnny over it and wound up killing his family. Again. Which pretty much also killed Eric's tolerance for humanity at large, thus leaving a way for Apocalypse to get at him. It was only because Charles, Mystique, and sundry other folks who managed to convince Erik that sawing off the branch he was standing on was, on second or third thought, perhaps not a good idea after all. I very much liked that it was teamwork and human connections which saved the world -- and that, in the end, Erik got credit for it this time. So I really enjoyed the character dynamics there.
If you want to explore the complexities of morality, of light and darkness, of whether power corrupts or merely reveals: do it like this.