I'm going to set out and test the world to see how it interacts with me.
I'll walk down the nearest path to see whether something comes to attack me. If there are people on the road, I will find out where they are going and why and whether they're chatty folks. If the road is empty and nothing attacks me, I will wander off it looking for waterfalls and vistas. If I come across a dungeon, I will roll in and see whether it lives up to the hype of dungeons being unique and fascinating places, filled with traps and environmental puzzles.
After a taste of the environment I will go looking for people. When I first come to a small town, I will wander about seeing who is in the streets, what they are doing, whether they need help and whether their problems are large or small ones. I will find out what the gathering places are. Do guilds have outposts, or even representatives, here? What about the Imperial Legion, or other political factions? How do people spend their day and what are the industries of the town? Is the local tavern lively? Does a lot of traffic pass though here? Are the people taciturn or talkative? Do they have unique things to say? Do they approach me on their own or otherwise react to my presence?
By that point, I am certain that I will have accumulated more than one quest, and probably I will have been steered towards a larger city. Many things will have happened, and from there... I will go where the game takes me.