Well, I'd have to say that there's a very large difference, despite what Therumancer says. While, yes, the history and such nonsense is there, the games have far more differences than similarities. I was a hardcore fan of JRPGs, and I asked a friend for a recommendation to a WRPG, and like so many people here, he suggested Morrowind.
I hated it. So much. But I began to wonder why. In all the JRPGs I'd played, it was always fairly clear where to go and what to do, and it some area was going to have enemies too powerful to fight, then I'd know and be able to stay clear of it until I was ready. Morrowind, and indeed many WRPGs, have little of those things. The whole fundamental experience is different. In Morrowind, I decided I'd go for a walk, just to see what I could find, maybe fight some things, loot them, learn about the game's alchemy system, whatever. Well, I walked for a while, and then a very large Pterodactyl-like creature bit my nipples off. I died, and started again. I tried just locking around town and meeting people. In an effort to look a weapon, I accidentally picked it up, and was immediately slaughtered by the storekeeper who I guess no one realized was Odin.
What I'm trying to get at is that whatever one you try out, you're going to have an adjustment period to cope with. It may be jarring at first even. I've found one of the best to work with is Fallout 3. The land is expansive and creative, the creatures are fairly easy to escape from early on and won't follow you into towns... usually, and the storylines (main and secondary) are some of the most enticing and interesting I've encountered. Since then, WRPGs have really sucked me in, and I've enjoyed the experiences I've had with them immensely.