The game is designed in the open world format, but there are a few quests that sort-of guide you for part of the game. You may have noticed the first few quests about the Letter guide you to a certain town (vague to avoid spoilers).
A lot of the world is "discovered" by simply exploring. Some quests will have lead you to new areas, but not really in a true liner format. Early in the game, the toughness of enemies in some maps will box you in to few maps. But as you get stronger in the mid-game, you get a lot of flexibility in what order you collect black shards (if you don't know what those are, you'll find out soon). Because you don't need all the shards in the game, you have a lot of flexibility for which ones you go after, which in turn could change which parts of the world you explore first.
Here's one challenge map sort-of showing the difficulty range for areas. A lot has to do with your class, build, difficulty, playing style, playing skill, personal choice, and in-game factors such as quest options.
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