Despite having a lot of intriguing lore, Overwatch doesn't have too many opportunities in its 6v6 player vs. player setup to explore the richness of the world. The game itself isn't even considered canon, and what is considered Overwatch's actual plot can be found only in their dedicated lore events (Archives), their cinematics, comics, and short stories.
That doesn't mean that playing the game doesn't have its own rewards, however.
One of the biggest prizes players strive for is Overwatch's extensive repertoire of gorgeously designed skins for their many heroes. And with almost 5 years and a plethora of new heroes to choose from, Overwatch has definitely upped their game when it comes to their cosmetics, even creating mini challenges to get the opportunity to win them - because whether you're a casual player or a competitive one, it's more fun to play for the prize of a good skin.
Note: This list will not include exclusive skins that couldn't be won in regular loot boxes or events, such as Blizzcon skins, League skins, as well as the Pink Mercy charity skin.
However, skins that were made available later (such as D.Va's police skin) are still an option.