I'm sure we've all heard of the 2D-Pixel Adventure games known as Terraria and Starbound (maybe not the latter), if you haven't then be sure to check them out on Steam after reading why I think they're pretty damn amazing!
Unlike many other creative sandbox style games out there (Cough Cough Minecraft), Terraria and Starbound really put a huge amount of emphasis on exploration and story development through exploration. What do I mean by this? Well In both games you explore the planet and world and come across various different monsters/bosses/landscapes (biomes) which, have massive differences between them. Each time something new is discovered you learn more about the story and the world(s) that your character is exploring.
Floran Settlement on a Forest Planet in Starbound
In Starbound there is a race called the Florans, and for one of the first quests we are tasked with learning about the artifacts of the Florans using the magnifying glass tool, this is a neat little way to allow us to delve into the story and to explore the planet(s) of the Florans.
As mentioned before with exploration, the more you explore, the more the story develops. In Starbound specifically you can read lore journals in which tell you even more about each race you encounter and therefore grasp a whole amount of story about the histories of each race and their interactions with one another.
Although some of the side missions are a little dull, most of them are pretty unique and entertaining (especially the first few times of questing for a particular planet/race) in Starbound. For Terraria on the other hand, the quests are very unique and very entertaining each providing a unique task or objective (Terraria quests are more subtle and a lot better than Starbounds).
This needs a mention, in both Terraria and Starbound there are penguins, although I must say the Penguins in Starbound are much cooler and positively badass. I mean there's a bloody Penguin UFO Boss!