Quest hub stories
One of the problems with open world or sandbox type games, particularly where the PC acquires items or skills to improve their lot is keeping them out of areas which would be too deadly or impossible for them to tackle. Obviously you can just let them go ahead and find out the hard way in a learning-by-dying approach.
One alternative is to have a block of some kind in place that is removed once they've levelled up. Such things like keys, items, specialized vehicles, or magically opened doors passages or bridges can be used. However this does go against the principle of an open world, as it's not actually open.
A quest hub such as a tavern or notice-board where a non-player character (NPC) tells or posts level-appropriate tasks for the player to undertake gives direction without limiting the open nature of the game.
Once they've arrived at the hub location the player can choose which of the offered quests to take on based on what appeals to them or is appropriate for their character. Succeeding a quest typically boosts their character, allowing them to pick more advanced quests now on offer. Failing a quest could result in a bad ending (not shown), or just them limping back to base to lick their wounds and prepare better for next time.
Each quest can be a mini story arc in its own right, using one of the story structures already discussed. Also there needn't be a single quest board or quest giving NPC.
This structure is very common in both table-top games and computer games. The original Keep on the Borderlands D&D module is a quest hub. It is also well suited to a game being released in an episodic fashion, with each update bringing new and more difficult quests for the player to tackle.