China was relatively isolated in the far east, but suddenly the situation changed as emperor Han Wudi, famous for his vital foreign politics established economic relations with Bactria and Iran.
The most significant impact of this first contact is arguably the extensive knowledge of new products and technologies in distant nations, which would pave the way for much more significant cultural exchanges in the future, notably the development of the silk road and Buddhism.
After Zhang Qian's embassies in Central Asia lead to increased trade between China, silk became its most significant export, leading to the naming of the set of trade routes the "silk road". It's hard to understate the importance of this trade route on cultural exchange, the most striking of which might be Greco-Buddhist art.
Perhaps the biggest cultural export into China courtesy of the silk road would be Buddhism; over a few centuries a steady trickle would infuse the religion deeper into Chinese society, culminating in pilgrimages back West to India, the most well known being the one with the talking monkey.