Anyways, from what little I played so far, it seemed like I could go anywhere I wanted. What makes it so linear, as you guys are claiming?
There are huge sections of the world that you are blocked from going to until you progress far enough along the main plot.
However, in the areas of the world you are free to roam, there is still some random exploring you can do.
Past Ultimas were a lot like G1, G2, G3, and now Risen. You could go pretty much go anywhere at any time. However, monsters in an area could kill you fast if you weren't up to par with their abilities.