It landed on TV right as the collective zeitgeist around the governments around the world getting up to shady things ("Echelon's trunk trawler") and the perpetually amusing mythology and conspiracy theories around aliens, ufos, DNA and parascience. Few had BBS/internet/WWW access, so it was much harder to stamp out a lot of the low-level conspiracies that used to float around back then. That helped keep the spirit of X-files alive, somehow. Hm, it's hard to describe.
It's weirdly of its time, and yet it holds up so well -- or at least until it goes off the rails in the later seasons. Still, fantastic cast; great writing, all around; and surprisingly, the special effects and costumes hold up really well, too. The first 4-5 seasons are electrifyingly good because they filmed it in Canada, so it retains this dark, brooding boreal feeling to it.
The amount of gossip around school and between friends whenever a new mythology episode landed was especially fun.