Piggybacking on a lot of what's already been said, Shenmue's open world is still, I think one of the best there is, and a great example of "bigger isn't always better". Games like GTA are huge, but the worlds are heavily meaningless: there are only a few locales with genuine personality. Ditto for the NPCs: most of them really aren't even characters, they're just random polygons of little to no meaning beyond a few stars to your bounty, and a person you just saw in one place (and maybe inadvertently ran over) is going to appear dozens and hundreds of times throughout the game world.
These open worlds are fun playgrounds but with little connection to reality.
Shenmue's maps are relatively small by comparison. There are fewer buildings, fewer locales, and everything is grounded: you can't just plow over anyone in your path, have a chuckle, and move on. Everyone has a name and backstory, a schedule, a family, challenges they face, and a life, and the games both make sure you know that but without telling you everything--just like real life. Oftentimes Shenmue surprises you by letting you think you've learned something about a random NPC (this lady is just looking for a date, this guy is always drunk) only to further surprise you (she's actually looking for her lost sister, and he's just pretending to be a drunk for attention!)--if you're willing to dig even deeper.
It feels like a living, breathing world, not a vague video game approximation.
In Infamous or GTA, I remember events, but not places or anything more a handful of main characters. I can't think of any equivalent to the two I mentioned above, and those are only two of dozens of minor players in the Shenmue world that I could point to. Games like Skyrim edge closer with a world of named NPCs and their own schedules and lives, but even those are rarely fleshed out beyond a name, and the world still heavily populated by "Bandit Thug" or "High Elf". Even though I haven't given Shenmue I and II serious playthroughs in years, I could give you a tour of Dobuita or Wan Chai, tell you where the best shops are, and tell you all about the people I've met, because it feels like I lived in that world.