I believe The Beatles: Rock Band came the closest to being perfect. Eveything about that game was just beautifully done and the only things missing was Pro Drums, an option for Keys, and a few more Beatle songs (Hey Jude, Strawberry Fields Forever, Yesterday etc. etc.)
There’s a journal system that will tell you where to go and you can consult your map to get a general idea. Man, I remember a large actual paper map coming with my box when I bought the game and I used that damn map SO MUCH haha. I feel like you just don’t get that same experience with games these days. It was immersive for me.