Have you found the flourolite or ammolite? Have you solved the statue puzzle? Have you met the devil yet? Have you collected the female fertility statue, or the shrunken head? Have you caught all the legendary fish or hunted the legendary animals? Which stranger missions have you completed? How many challenges have you completed? Did you break any wild horses? Did you collect all the hides Pearson needs or that the trapper wants? Did you play through to the epilogue?
There are tons of things to do in the game, that you can do at any time with a handful of exceptions. For example, some of the legendary animals are in New Austin, so Arthur’s out of luck for getting them. You have to do that with John. If it doesn’t involve you going to New Austin, you’re free to roam and do whatever you want.