Quests will lead to new locations suitable for your level, and each map has its own level of enemies. Make sure you are leveling on map not too hard for you nor too easy, always choose locations where enemies have level similar to yours so you will level up smoothly. Check Maps section of this guide if you want to know what location suits you best.
World you will be exploring is filled with various interactive objects, doors to new locations etc.
Aside treasure chests and quest objects you will find containers with valuable content commonly called Skill Checks, and while everyone around or in group can open one treasure chest or use quest object Skill Checks disappear for long time after someone opens them.
Interactive objects shine and depending on what they are reticule hovering them will have additional icon like bag when hovering openable object or gate when hovering doors. Some passages or gates can lead to more than one location, those will have options to choose from when hovering them.
Treasure chests and exploration however are fun parts of the game, while wandering around the world (especially in dungeons) you should also remember to beware of traps concealed in the ground or in the walls. If you have discovered a trap by stepping on it or with Thievery class skill it will be marked with red circle on the ground from now on.