Upon landing in each kingdom, I was overwhelmed by stuff to do. A dozen different paths immediately drew my attention, and it was hard to know where to go first.
Since this is a Mario game, there are no special powers required to get anywhere — everything you can see, from the very start of a kingdom, is something you can access or solve immediately.
In this way, "Odyssey" follows the structure of "Super Mario 64" almost exactly. You're given a big open world with a set number of collectibles, and given free reign to collect them as you wish. There are a few exceptions, like doors that won't open until certain conditions are met, but they're rare.
Each kingdom differs in how many moons there are to collect (the "Odyssey" equivalent of stars in "Super Mario 64"). Bonneton, in the Cap Kingdom, has under 20 — still plenty considering that at least a dozen of those are more puzzle than collection. Tostarena, in the Sand Kingdom, has a whopping 69.
Moons can be as simple to acquire as reaching the top of a building, or as difficult to acquire as defeating a boss.