>>21896209save points shoot giant yellow laserbeams pointing where to go. That being said like any open world game you're free to just wander around and explore at your own leisure. Your "goal" is to just find the rune bearers (big evil boss fights)
If you suck at the game, just mess around with different weapons until something feels good. At lot of beginners like magic to give themselves breathing room. Also, try out the summons, makes boss fights much easier.