Did you try The Elder Scrolls: Morrowind (with the huge Community fix/mod/add)?. It is an open world and you a are free to not follow side quests or main story quest, and just explore the world, but if you accept it, you may chain up quests. There's a lot to read though, and graphics were already considered weird back then. The game comes with a comprehensive editor that allows you to add things and quests (or a huge base), but there is no building capacity in game (you only get some buildings by quests).