Kenshi

Kenshi is a free-roaming sandbox RPG. Be anyone you want as you customize your character and explore the gameworld.

Several fates await you, from building an empire to starving to death or being killed by beasts. Build a squad and control them, or stay alone. Keep exploring or stop and build a settlement. All the while, upgrade skills and tech. There's also the ability to start your own faction. 

The gameworld's denizens do not level up with you, so you can run into high-level combatants early on. A complex medical system with wounds, bleeding, and hunger management adds to the difficulty.

The crux is that there is much you can do and little guidance. You are not a hero on a quest. A world filled with struggle and opportunity awaits you.