Ocarina of Time was probably the first game I played with a big overworld that I really liked to explore. The game had so many secrets too. Even many years after I beat it I still discovered new things. Like I never knew there was a second deku stick upgrade.
Most Final Fantasy games have really nice overworlds in my opinion. I particularly like FF IX's. I mean just just look at this.
More recently, the Elder Scrolls games. I played Oblivion first and it really blew my mind with how much freedom you have to just go anywhere. I think Cyrodiil is really beautiful and colourful. I also enjoy running around Skyrim because I like mountains irl.
That's all that comes to mind right now, but I love exploring in just about any game really.