One of the really cool things about the pawn system is the way they can learn from other players. If you are on a quest, and one of your pawns already did it with another player they will give you tips based on what they know. Pawns will also give info on fighting monsters that they learned while being used by another player. Things the pawns say can get annoyingly repetitive at times, but you learn to ignore the chatter.
The lack of a fast travel system was annoying at first and added to the challenge (if you did not prepare well enough for your trip you might not make it all the way back alive.) As I got further along I discovered there are rest camps scattered around the map, and also magic item ( while expensive to keep buying ) that will teleport you back to the main city. So the travelling gets easier as you go along,
As for the story, it needs to be discovered, just like the world. It is refreshing to play a game that does not grab you by the nose and say "now you have to go over here because the story says so"