I find Teddy Roosevelt to be one of our most interesting presidents, both personally and politically. There is a standard straightforward answer to your question about Teddy Roosevelt being the first progressive to take office in the White House, following decades of Gilded Age party politics. He wasn't afraid to take on unfair monopolies, or what he called "bad trusts" yet reward innovators ("good trusts"). He established national parks, reformed food processing and drug safety among other things. All of these actions were breaks from past presidents.
There is also the answer to this question that talks about how Roosevelt was personally different from any other president, before or since. Some things you may not have known about him:
* Teddy Roosevelt was a speed reader, often known to read 2 - 3 books and six newspapers before lunch.
* He was an amateur boxer, and by most accounts, a pretty good one
* Because he tried to box the heavyweight champ in the White House, TR lost his sight in his left eye, though this was kept carefully secret from the public.
* He loved big meals, especially breakfast. He was known to eat 12 eggs at a sitting.
* He was the first President to travel outside of the US, to Panama.
* When running for office in 1912, he was shot while giving a speech. Partly protected by an eyeglasses case, but still injured, Roosevelt insisted on finishing his speech before receiving medical attention.
* He resigned in 1898 as Secretary of the Navy so he could enlist in the military and fight in Cuba.
* He often conducted meetings with cabinet officials while on vigorous hikes around the White House, often exhausting and embarassing his colleagues.