Yeah, like was said above, the first half of the game is virtually a tutorial, easy missions that are a bit dull, showing you how to do things.
I think the density of the world leads itself to exploration though and to be honest I don't think Rockstar's mission design is terribly modern - I like stuff happening in the world, yknow? Whereas they like directing their cutscenes and setting your loadout and such.
But you do get carried away. I've spoken to loads of people, be it mates or online, who just have zero patience - like one started killing horses because he kept running into trees on his horse! I asked if he bonded with his horse and he was all "what??"
(if you don't want to crash into trees btw just let go of the stick!! the horse isn't a car, it won't deliberately run into trees or off cliffs!)