They employ techniques of narrative.
George Saunders does this especially well in his speech. He starts off by describing this girl that moved to his school. The imagery is strong when he says, "Ellen was small, shy, and she wore these blue cats eye glasses that, at the time, only old ladies wore. When nervous, which is pretty much always, she had a habit of taking a strand of hair in her mouth and chewing on it" ("The Importance of Kindness"). Sharing this information with us allows the listener/ reader to get a mental picture what Ellen looked like and how she acted, adding to her characterization.
After Saunders is done describing her, he moves on to the fact that she was bullied. He supports this claim with dialogue from other kids and what they'd say to her. For example, the kids would say, "your hair taste good?" ("The Importance of Kindness"). When Saunders shares this piece of evidence with us, we, as readers, feel more sympathetic for Ellen. The fact that he gave an example of what the kids would say gets our attention and is more powerful than just saying she was bullied. It was previously mentioned that she chewed on her hair, but now we know that she was bullied for that reason, furthering Ellen's characterization.
The greater idea is apparent by the end of the speech. Saunders says, "what I regret most in my life are failures of kindness. Those moments when another human being was there in front of me, suffering, and I responded sensibly, reservedly, mildly" ("The Importance of Kindness"). The moral of his story was to not be a bystander-to help others in need when they need it, instead of just letting it happen.
They offer surprising information and observations.
Saunders surprised me when he said that what he regretted was that he failed to help Ellen and be kind to her. You would think that'd he would regret something that seemed bigger, like where he went to college or something, but instead he regrets not standing up to people and not being kind. He used a matter-of-fact tone when he said that's what he regretted, since he gave examples of why he shouldn't regret how he treated Ellen. He says, "relative to most of the other kids, I was actually pretty nice to her, I never said an unkind word to her, in fact I sometimes even mildly defended her" ("The Importance of Kindness").