My philosophy on it, specifically for this game, is that the game is so damn huge to start with it's impossible to see and experience all the content in one or even several playthroughs. I'd rather just put my completionist impulses aside, think of the game more as "D&D" than a video game, and just go forward, no matter what happens in game.
But that's just my thought for this specific game. As has been stated several times - it's your save file, do what you want with it. No wrong way to play.
I would get bored of a D&D session that started the exact same way every time I fucked up and died though. I'm not great at these games and I am embarrassed to say I was killed more than once on my first playthrough before even leaving the crash site.
Hoping mods or expansions (which seem unlikely) open the world up a lot more and allow for other starting scenarios.
I literally restarted the entire game when Dark Urge chopped off Gale's hand on the option "fantasize about chopping the hand off", that's not the sort of gas lighting experience I want, I'll just play the normal custom character first then maybe play that later
I approached some goblins by a windmill and combat started with the narrator saying "you were warned to stay away". Nobody said anything about that, so I reloaded my save and stayed away. The goblins let me into their camp even, why would I suspect these ones wouldn't let me talk to them?