No matter what the real system or subject is, if there is a partition function $Z$, then these kind of identities hold
$$\langle X\rangle=\frac{\partial}{\partial Y}\left(-\log Z(Y)\right).$$
If one knows the partition function $Z$, than one essentially knows everything. Very much of the system is in this single expression.
Now I see the technical details, the function contains the relevant weights and a sum/integral, which end up producing expectation values if you derive the thing with respect to conjugate parameters. But how can I really understand what's going on? Intuitively. Morally. What makes these kind of systems so that there is one special function, which does this? (Here and here two relevant examples I'm interested the most in.)
What is the requirement for a system, to contain this conjugate variables business in the first place? They are usually related via an equation of motion or an equation of state...however, these model relations are then eventually also just derived. They are identities involving $Z$. Are there maybe statements about the functional dependencies a $Z$ of it's a priori free model parameters?
A more direct formulation: For an initially microscopic system (fields, counting of states and so on) what are the requirements for it and its set of quantities/functions/observables like $X$, such that there is a single valued function/potential, which determines all the $\langle X\rangle$? The point being that you don't have to compute $\langle X\rangle$ like expectation values where $\langle\ \ \rangle$ denotes a complicated functional involving microscopic features.
Also, is there a relationship with generating functions and are there reductionists views/mathematical generalizations of the partition function? I have to add that I really understand how phase transitions and renormalization work, maybe that gives an insight.
I also know that there is an important "macroscopic function", which turns out to generate chern classes in algebraic topology, however I don't know if there are any conceptual relations to the quantity generating objects like partition functions.