Why is it important to study classical games? Many masters have always recommended the study of classical games. Why is it important to study them and what is so special about classical games?
There are a variety of reasons:


Regardless of when they were played, there is always a lot to learn in analyzing better players's games.
Players from a century ago often used simpler strategical themes that are easier to understand and apply.
Opening theory was not that well developed back then, so the "actual game" starts earlier on. You also wouldn't find any "weird" moves that are justified by some obscure tactical sequence that only a computer can see.
Games between masters were, unlike today, rarely decided by at-home preparation.
Old masters had an awesome endgame technique.
The opposition was often weaker than today, so masters could execute their plan in a "pure" form. In more modern games, the main plan is most of the time hidden behind counterplay, counters to that counterplay, and so on...
A final point would be that these games have been reviewed multiple times by a lot of different people, each of them making their contribution