Paths are an easy way to let players know where they should go, and probably the most widely used for real-life people directing. You can use a material texture, slightly elevated platforms, or create caves and tunnels for players to explore. The shape and appearance of the terrain work together here to show you where to go.
Adding some kind of large structure to important points on the map will help players see it from a distance, and let them make decisions about figuring out which direction to go. They also help to keep people from getting lost. Make sure your landmarks clearly stand out from the background, so that players can use them as a point of reference.
Creating detailed props and areas is one of the joys of world building, but you can use this strategically to show the player which parts of the map are important. The more you limit your detail except for very important pieces, the more time players will spend with the parts of the map where there is something to do.
Every game, no matter how open the open world, has limits that players can’t pass. These can also help support your design, and be used strategically. The important thing is to make sure that players know right away that it won’t be possible, so that they don’t waste their time trying.
At some point, there will be areas that are too steep for players to walk up. The important thing to keep in mind is to make this unambiguous. You can change a sloped area to a wall, but if players will hit a point where they can’t go any further, it’s a good idea to make the slope steep enough in the beginning so that they don’t try at all.
Many different components can serve the purpose of walls. Steep mountains that surround an area, a collection of tall buildings that happen not to have any alleys around them, even a forest that is too dense to enter. Whatever you use, it should be clear at any point that you won’t be able to get through them.
Many of our terrains end up like big floating islands, and you can also take advantage of that for the design of your world. The important thing in this case is to make sure that it isn’t frustrating for the player to fall off of these, by quickly respawning them when they fall.