Photographs are like flatland. There are just two dimensions. No depth.
That is why the pictures you take of the Grand Canyon or Cologne Cathedral look so boring when you see them at home. When you are on location, your brain gets clues from your stereoscopic vision, and from you moving, and even from sound. In a picture, all of those are missing.
The solution: use relative size. When a close object is really close, it looks large, and the background looks smaller. It is this that tells your brain that there is depth in the picture.
Like here, on the Golan Heights:
Every time something jumps out of the picture, it was taken like this:
- With a wide angle lens (say, 10-20mm on a crop camera; 16-35mm on a full-frame camera),
- With the photographer very close to the close object (in this case the barrel).
Another example:
As you see, this also distorts angles, which can give a pleasing dramatic effect.
And one more:
So if you want depth, zoom out and get close.