Going against the grain of the OT, I'll share the nicest thing that someone else did for me in an online game. I think it'll be more genuine on all accounts that way, too.
I used to play WoW rather religiously on the Shattered Hand server. I played with a tight-knit group of friends and some family members, namely my cousin. We were all really close, and worked like a well-oiled, albeit dysfunctional machine. My cousin tanked, I had another cousin who was our main healer, I was DPS, etc., etc.
Unfortunately, there was a really tragic accident one day, and my cousin (warrior) died. He was young and healthy, and it was really shocking and unexpected to the family. The man was someone that I really admired and looked up to, and his death took a big toll on a much younger me. In my grief, I posted a thread on the realm forums so that his in-game friends might know what happened to him and/or leave some parting words. Naturally, the thread was flamed into the ground, and I was very upset. I didn't log in or look at the forums for a week.
When I finally cooled down a little bit, I logged back in to return to the daily WoW routines. I noticed that I had some mail, and figured that I had some AH stuff that I forgot about or something. What I found instead, was a detailed letter written by another player who told me not to lose my faith and get lost in grief, reminding me that the best course of action was to live on and embody the fiery warrior spirit and that he had and live my life as proudly as he would have.
Attached to the letter, was the starting orc character's two-handed axe, with the flame strike enchantment on it. It may have been a bit corny in retrospect, but to a troubled sixteen year old choking on his grief, it meant the world to me.
I don't know who that person was, but they were pretty damn good folk.