The quest itself is very open-ended, at least after the first couple hours or so. Making progress is more than a simple matter of traveling from place to place marked on your map. Instead you'll need to take on many side-quests to build your reputation in order to make the allies you need to achieve your goals. This might not appeal to shotgun players who don't want to roam the countryside or talk to random villagers, but those that prefer a more leisurely pace will enjoy the sense of consequence it lends. Seeing sub-plots unfold and your reputation evolve can be a lot of fun.
Two Worlds' story doesn't tread any ground not already covered by other RPGs. A god, Aziraal, was sealed in a tomb. Three hundred years later, the tomb is uncovered and as luck would have it, you're the only guy who can open it. Of course, you have little interest in what lies in the tomb or even that you're the guy with the keys to the place; all you care about is finding your missing sister. Two Worlds follows the same linear, but not-so-linear path as Oblivion. You can follow the main plotline or take on side-quests and discover new things around the world. Though the open-world structure is appreciated, Two Worlds takes a big misstep by almost forcing you to complete a number of side-quests if you want to enjoy the main one. Unlike Oblivion, there's no mechanism that balances difficulty with your character's level; instead the game is hard from the start. If you want to make it through the main quest, you have to take on side-quests in order to level up or find useful equipment.