Instead of an omniscient god directing you to the nearby bandit den or whatever, you’re now given directions. Or clues, really. They might say something like “On the southern tip of Ithaca” and “Near the waterfront” or “East of the river” or whatever.
Then it’s up to you to take this info, decipher it, and mark on your map where you think you’re supposed to go. Let me stress: Most of these clues aren’t especially difficult. This isn’t a riddle game or anything. Usually the three clues are enough to triangulate a rough position. It’s tempting to say Exploration Mode feels new, but really it feels very old, hearkening back to The Elder Scrolls III: Morrowind and its written quest instructions. Not to say Odyssey is on the same level as Morrowind, which literally had characters give you “Go up past this tree and then turn right”-style directions, but it’s a lot closer to that end of the spectrum than it is to traditional Assassin’s Creed