Start the game follow the main quest until you know what the overall premise of the storyline is and you have the basic utilities to achieve your goal. Then tackle it in sections of the map. Visit an area, unlock the map, find shrines, and keep an eye out for memories. Rinse and repeat, along the way you'll encounter plenty of characters that offer side quests, do them as you please. Take it slow, but don't aimlessly travel, you will bore yourself without a purpose. You will find stables in most areas, find them, grab your horse, and discover.