The Witcher 2 was the first game I remember really blowing me away in that regard. Sure, it's not quite fully open world (more of a series of small open worlds), but the design is immaculate. To make up for space constraints they definitely leaned into the whole "Disneyland sightlines" thing, where you'll turn a corner and suddenly be a in a new area, with all sorts of fascinating nooks and crannies to check out.
I'm very much in the minority in that I actually prefer The Witcher 2. It's not open-world, but it's immersive. The world design is superb, and the characters are well-written in a way I haven't seen an open-world game achieve (not even The Witcher 3). I remember feeling guilty for pilfering some coins from someone's house, and then realising I'd never felt that guilt in a game before.
