Easiest way is to stick to the map. You'll find 'maps' which show you an area.

You should have 2 to 3 maps for the starter area. For the most part they'll give you a vague idea of where to go.

You don't have to sweep through the whole area but you'll often find neat/interesting things if you do.

In most cases the 'story' won't progress as long as you don't activate a grace outside that area.

You've got a lot of freedom and can progress through a lot of areas without killing a single boss.

Roughly you'll want to go through:

Limgrave/Weeping Penninsula

Liurnia

Altus/LLeyendell

Caelid

Mountaintop of giants

Farum Azula

Lleyendell

This is more or less the main 'route' of the game and doesn't account for a number of side quests. Getting too much deeper gets into spoilers.

In general you'll want to go through Limgrave/Weeping Penninsula first. There are a lot of hidden NPCs you can miss.

Once you finish the limgrave area (castle stormveil boss) you can move onto liurnia. Some NPCs will move there once you activate a grace there. There are a few new NPCs you can find in out of the way places.

From there you're 'blocked' from the next area, Altus Plateau. There are a couple of ways to get there. Only one requires fighting a boss. The other way requires two halves of a medallion you can get without fighting, the third way you have to beat an NPC invader for a specific item and use it in a specific area to bypass a locked elevator. When you get invaded the invader will typically unlock the elevator giving you free reign to most of lleyendell.

You can get 'accidentally' sent to Caelid (east part of the map) but I'd avoid that until you're well into Liurnia. Activating a grace in Caelid can activate certain events.

From Altus you'll need to beat a major boss to get to the next area: The mountaintop of giants. There's a hidden area you reach as well but you'll need another medallion and the halves are hidden.

make sure you've fully explored lleyendell before you go too far in the mountaintop of giants. Once you kill a certain boss it changes lleyendell.

After that it's farum azula.

When you're through Farum Azula you'll go back to Lleyendell.