See, in systemic open world games, there were practical early choices. Getting your stealth up while walking around a town just make sense in Morrowind, if a bear biped thing finds you it will wreck your face if Villager 2 spots you he will hail you.
Then you worry about wealth, not just cash, but literally the wealth to continue, be that XP, resources or social standing. Often the main quest will hotwire your progress so, you might as well do that, they set up the main quest for reviewers, and I don’t know about you but the path of least resistance is what I aim for early on… be wary, main quests often open up horrible problems, like STAG in SR3 or making Sean Bean follow you around in Oblivion.
Often you can’t know what the main quest will bring, sometimes the “bad thing” brings opportunity, like enemies attacking enemies and letting you pick up the scraps (GTA had some of this).
Once I have general wealth, I usually notice something I really want, be it infinite SMG ammo in saints Row 2 or the ability to just be 100% invisible all the time (Morrowind) and I go about getting that, this is the time I’m most likely to fall down the wiki hole, around now I realise shit I just don’t care about, like opening chests in Assassins Creed games, if I’m not taking something in an interesting way, its scarcely worth walking over to get, much less cleaning the map.