Its linear like Cold Steel 1 you visit 1 Town+Areas around the Town every Month and cant come back to them later.... ITs not like ToB or ToZ where you can revisit old places

There's plenty of stuff to explore but this game is a refinement of many other game. The key things people used to explore for are chests and side-events. but all sub-events are visible on the map and all chests are visible if you have the right quartz equipped. it's almost impossible to miss anything but you can if you're careless. so always explore every corner at any opportunity you can.