as far as i can tell, the story is basically just the starting events before it becomes fully open exploration in its current version, i just started playing this a couple days ago myself. the main goal in it's current form appears to be just gaining levels and exploring, interacting, and fighting until you're strong enough to find more interesting characters, locations, and events.
so far ive found that in order to do more things in the game, you basically need to grind levels and gain skills until you can defeat most basic enemies that you come across. you never really gain anything from losing to enemies with only a couple exceptions, but defeating them gives you more options for fun, growth, and corruption. and a lot of the really fun stuff ive found in this game is centered on your character gaining as much corruption and growth as possible.
story-wise this feels very much like the main plot is still in progress, but there does seem to be a major story plot-point in the Cult of Nyx, dont wanna spoil it too much beyond that though