It's fine if the story is linear; many great RPGs are a straight line without being able to affect its outcome. However, gameplay-wise, the problem is that the game is (so far) always boxing you in: you can only go exactly where the plot is happening, and it takes control off constantly to ferry you between places. I'll take your word that it gets freer later and this is only the first chapter, but consider: does the player really need all that handholding?
Example: the village is destroyed and a black figure runs away. There is only one obvious option, which is following it. Taking control away from the player eliminates any agency they might have for no reason whatsoever, since that was going to be the thing they were going to do anyway.
Example 2: You reach the next town, and even though there are a couple of districts, trying to go anywhere prompts the mercenary guy to say that you're not supposed to go there. That, again, takes away all agency of the player for no good reason; if the area is made, there is nothing blocking it and isn't far away from the main quest, why not let the player visit ahead of time, even if there isn't much going on? In fact, it's a great opportunity to introduce optional exposition or foreshadowing for later events, or even minor sidequests.
Anyway, those are my 0.02$. You can always also try out other RPGMaker games to see what they did different and how it compares to your own game.