Real estate gives you the opportunity to make improvements to your investment. This is not possible with most other investments.
For example, if a house has an unfinished basement or attic, the space can be renovated to add living space. The cost of such renovations is often much less than the value they add to the house. Adding living space or a garage, fixing problems such as leaky roofs or damaged interiors, and improving landscaping can all add significant value to a house. Buying a fixer-upper can be a great way to make money.
Contrast this to buying stock in a company. When you are a shareholder, you do get to vote on certain issues, but you do not have direct influence. You cannot walk into the boardroom and start to reorganize the company. A real estate investment is yours to do with as you please.