A few things
I am programming it in assembly language, to make it faster than any CDN existed ever
This *may* benefit to you in terms of keeping server costs down (assuming you can actually create a server that is faster than a server that has been optimized over the years for exactly this task, like nginx for example).
But from a client perspective, I'm not sure this is a selling point, because any speed gain will be small compared to what you get from
- fast network speed and a big pipeline
- geographic spread of the CDN - more locations = more chance machine will be close to user
- good geolocation/traffic routing, so that user gets the faster server
Those will, I think, offer most of the speed benefit and if done right will dwarf the assembly language vs higher order language.
Beyond that, I would say things that people will want
- convenience
- flexible plans
- easy integration with major web apps. Who is your target audience? Depending on your audience, make sure your CDN is easy to integrate with Wordpress, Drupal, Sitecore, etc
Then there are the "feature" questions that Robert_Charlton raises.
Cloudflare is, properly speaking, a reverse proxy that also functions as a CDN. So Cloudflare (and Incapsula and other Cloudflare competitors) are at origin reverse proxies that at higher tiers add CDN and WAF features.
So the question is would your CDN, at higher tiers, offer reverse proxy and WAF features?
So with a CDN you're going up against Cloudfront and that seems like a tall order. I would think it would be hard to impossible to compete with Amazon on price or geographic distribution and their massive size and geographic distribution is, in my opinion, going to have more of a speed benefit than you'll get from using a server programmed in assembly language.
So what will you offer that Cloudfront doesn't?
The obvious laundry list there would be to offer the things that a reverse proxy like Cloudflare offers - RP + CDN + WAF + DDOS protection, etc.
So if you start with Cloudfront and add those features, how do you know differentiate yourself from Cloudflare?