Yes, there is a story and a main quest but there's very little (read: almost zero) guidance. You wake up crucified in a desert literally naked (if you have full nudity on) except for a bracelet on your wrist. Conan comes along, frees you, then wanders off. There are people you can talk to, messages you can find, and mysterious stones with runes on them that will speak to you, giving you exposition and filling in parts of the puzzle of what you should be trying to do. The game never clobbers you