The Unfinish’d is a world shared by everyone playing it. There is one of it, it keeps running when you leave, and what you build stays where you built it.
You can treat it as a survival game — gather wood and stone, mine iron, forge better tools, buy land, raise a house. You can treat it as an adventure — there are people here with problems, and working out what to do about them is the game rather than a list of tasks. Most people do both.
Two things are worth knowing before you start. Nothing marks itself on your map: no floating icons, no arrows, no quest markers. And the world does not wait for you — some things people ask of you have a deadline, and missing one changes what happens next rather than failing a quest.