I wonder that game they played?
Yes the game is not level scaled you can go places with enemies who will hit you in one hit, level scaling is an standard complain about Skyrim anyway.
However like most MMO like WOW you could go anyplace as long as you survived. You could go to the level 70 area in WOW as level 10, I did, no it was pointless but possible.
Now it might be one exception in ESO, the startup in Coldharbor has to be finished, pretty much as starting as Worgen in WOW.
you might need to finish one quest or quest chain to gain transport out of the starting area also, yes this is a bit hand holding.
I have not played any newer AAA MMO, quite possible they have quests who are at ESO level, no its not Oblivion style quests, but far from WOW.
But outside of the stating quests you do not need to finish quests to getting places, you might need to finish quest to move to the next in chain, but not to getting places.
Exploring is actively encouraged, unlike wow quest hubs are not linked you need to explore them and get close enough to questgiver.
Quests has various difficulty levels, some are very easy, others will be very hard to do at your level without help.
Note that the Ebonheart starting area has gotten critic as far worse than the others. Someone starting in other factions might get an better impression.