Explore, do the side quests, pay attention to the dialogue. I found the treasure hunts a little tedious after a while, but you can get some really cool gear. Take your time, you can easily spend 120 hours in one playthrough.
Honestly found the rdr2 story forgettable, had a lot of fun with the individual missions though. I dont expect a great story from gta6, just a massive open world with lots of stuff going on.