As of approximately Ocarina of Time (if not Zelda 2), Zelda games have been a lot more "on rails" in the sense of a well-defined path of progression that is difficult to break (generally because of the need for some artifact or some plot-point to develop that opens the next path point). BotW gave me a clear directional hint (key for modern game design; we're well past the point where most players lack patience for "Here you are; I won't explain the rules; try not to die" game design), but if I wanted to ignore the hint and go run off into the sunset or try to rodeo a Lynel in my shorts with three hearts, I could.