I like RPGs, I think that it is kind of fun to raise a character up and send them through the world. I do think there is a bit of a tough balance though, you don't want to feel like you are stuck in one area, it can't be too tough, but too easy where you fight the same thing over and over again can be boring.
In general I love raising a character and collecting as many good things as I can. A base has felt like a must where I can look over what I have collected. My favourite type of class tends to be a mage like character, they often end up some of the most fun in being versatile. Had an interesting experience in Dragon Age Origins when I got an extra school that allowed my magic to count as strength which allowed them to then become also a powerful warrior. Kind of an interesting surprise and an unexpected evolution of my character.
RPGs have different levels of hand holding where it drifts between hand holding telling you where to go and conveying story, and being very open, letting you make the decisions, and it is you who is making the story. Something like Skyrim or later Fallout give you a heap of freedom of where to go and what you think your character is. Something like Final Fantasy XIII is pretty much one long corridor, and the characters are largely already defined. I think the more open ones what you need to do is search for a goal, when starting some I have often searched online how to get certain things and then work towards that, like collect a lot of certain items, or get a new ability, and play as a certain type of character.
I do have an experience with an interesting RPG series called Etrian Oddesy, it is notable for being one where you go into dungeons and you actually draw your map to write down areas of interest, short cuts, and hazards. The original series also allows you to fully customise your team members with names and classes for which battles that can be a bit tricky. I have really only played some of Untold which added a story which I can play with more pre-defined characters and dialogue. It was a surprisingly interesting game.
Anyway, if you don't like too open where you get bored, there are probably a whole heap of games with tighter story, like Bioware's Mass Effect and Dragon Age.
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Through dream I travel, at lantern's call
To consume the flames of a kingdom's fall