The city is divided into areas, all of which are open I believe from the start. Each area has a level associated with it and enemy mobs within that level spawn there. The regular areas have side missions and there is an overall story with main missions. You have a home base and completing missions gets resources to purchase upgrades for it. These upgrades in turn unlock upgrades you can apply to your character. The dark zone is an area where you can search for loot and you can kill other players. Doing so makes you go rogue which has a pretty big penalty (cash, items in your inventory and xp) if you die while rogue. There isn't any real benefit to it apart from taking other people's loot. You can even lose levels with the penalty of dying, but this is in dark zone levels which is separate to your character level.