I think with Zelda you can definitely choose to push the story quest instead of roaming around. The world is massive, so you'd get a sense of scale as you're progressing the main story anyway. Most of the combat is done in the overworld and enemies always drop plenty of weapons to equip. It hasn't been an issure for me really. I just chose to run out and see the world to get a sense of scale because I've never seen Nintendo do this and I'm in awe of what they've achieved technically, and on a portable no less. Like, Skyrim and Grand Theft Auto were big deals when they launched because of the technical acheivement of scale, and I feel Nintendo has done this but also with a portable option, which personally is a big deal.