That is actually where Guild Wars is very different. The game is setup much like a traditional offline RPG with areas and regions of the gaming world where you can go on smaller quests, but main story based mission quests which have to be completed to get to the next area in the game and on the map. These quests are scripted and story driven with cut scenes, again just like an offline game and as you progress through the game you follow the story. This never changes and you can replay these main stories as often as you like to obtain secrets from them.
So as you play each of the main mission quests you get to see more of the game's story revealed and gain access to new areas in which you then get to do smaller quests to move the story on further.
Also character development is capped at level 20 which you hit after playing for maybe 20 hours at most for a first time player. After this your stats are fixed and it is just about the skills you pick and how good you are at using them in battle.
Unlike all other MMOs it isn't a case of grinding for money and experience to keep levelling up to become powerful enough to beat a boss. In Guild Wars its about team work with you supporting each other in combat and working together as a team because all character end up level 20 and are not more powerful than any other.
The only progression in terms of upgrading past level 20 is the purchasing of new skills, and the capturing of elite skills from specific boss monsters you have to hunt down and find within the gaming world.
It's very different and not really an MMO, more a multiplayer traditional RPG. This is the reason I like it so much. In total since it's launch I've played over 600 hours in the game until I got a bit bored, but I might go back at some point soon to play some more.