These are ways to close off areas you don't want people in yet.
physical obstacles:
mountains, forests, water (river, lake, ocean), disaster (lava, fire, crevice), locked entrances
require different modes of transport:
airship, boat, mountain goats, submarine, sand buggy, teleport
mental blocks:
nothing interesting this way, we need to go to xyz place now not here
These are things you can do to add non linearity without affecting your forward moving story
optional dungeons
caves, forrests, abandoned castle/fort
side content
quest hubs, mini games, collecting points for things, gathering/crafting
rewards for finding something off the beaten path
gil/exp/item when a map is fully found, certain rewarding locations/landmarks, optional bosses
using a combination of these can keep your player in a certain area but still offer them
things to do to feel that you are not in a completely linear game.