Open World games
Open World games give you a lot of freedom to act as you like and complete the game at your own pace. In other words Open World games feature non-linear gameplay structure that will allow you quite some free will on how and when to complete challenges and missions.
However Open World games still have boundaries. Sometimes you will encounter such boundaries because of game’s linearity, sometimes it will be simply because of technical reasons.
Sometimes Open World games are made from both linear and nonlinear areas. Since there is a lot of freedom in Open World games and you may not follow the path or the path is not quite clear, the main storyline of the game is usually separated into missions which you can engage in whenever you choose (with a few exceptions when you are kicked into some mandatory mission you have to complete before being set loose again).
Open World games are great when they have a good balance between a decent and intriguing storyline and free roaming the open world. From a developer’s point of view this is not so easy to achieve. And you may encounter games that are lacking in some aspects from time to time, you may also encounter games that grant you almost absolute freedom and a story to remember.