There is no "right" or "wrong" in this game. I pretty much farm XP points before going into "the heist"-mission (thats appproximately lvl 36 or something). Storywise you can make decisions that seem to be "bad" or "worse", but then when you dig deeper into the story or collect shards or meet...
I bought Horizon: Forbidden West for my PS5. Only have played like 10 hrs our so, even due to the fact I have plenty of free time. I don't know, maybe I am bored. Never thought I'd be getting bored of playing video games.