The big appeal of Genshin Impact is its massive open world full of hidden secrets, puzzles, mini-games, and bosses. It's pretty evident that developer MiHoYo took a lot of inspiration from Nintendo's Breath of the Wild, as you can climb up mountains, parasail across chasms, and very quickly lose track of time bumping into all sorts of fun secrets.
But Genshin Impact also has a full-on story campaign that's worth doing, because a lot of features are locked until you complete certain missions—like your handy wind glider. So while you might be tempted to just set out in a direction and not look back, it's better to do a combination of both story missions and exploring. Missions will frequently take you out of the main city of Mondstadt, and this is the perfect time to take the scenic route to your objective to collect resources and fight optional bosses. The good news is that every activity rewards experience points to your individual party members as well as your overall level called the Adventure Rank.
I'd also recommend not using the fast travel system to teleport around the map unless you're absolutely sure you've found everything in that area. Hidden chests, upgrade materials, and secret quests are everywhere, and you'll easily miss it if you're just zipping from one location to the next.