There are 3 basic types of adventure games: Linear, Chapter, and Open World.
Pokemon is usually Linear, but games like XD is Chapter.
Linear means you need to beat things in the order the game gives you, like in Pokemon Red and Blue you need to beat Brock than Misty than Lieutenant Surge.
Chapter means you can do anything you want in somewhat any order but a lot of set of things you can do is locked behind a specific mission. Like in XD you can get any Shadow Pokemon you want in any order but you can't get Dragonite until you capture all the other ones.
Open World means you can do whatever you want and even ignore the story and go straight to the credits. Like Breath of the Wild is open world since once the tutorial is done you automatically have everything unlocked and can fight the final boss even without picking up a new sword. For Pokemon this would mean if you finished learning how to play and picked your starter Pokemon, you can challenge the Elite 4 with your level 5 Pokemon.