This is a JRPG. In JRPG's you're always the hero, unequivocally. It's only western style RPGs like D&D or Elder Scrolls that let you play any alignment and thus have more freedom. JRPGs are a spinoff of shonen style manga where the protagonist is a young male who grows up throughout the adventure from a weak boy to a great hero, meeting interesting allies along the way. Most Japanese players, when polled, prefer to play a theme-park RPG where they take on the role of a predefined character and witness a predefined story unfold and to them, experiencing that story is the art of the game, like a novel or a movie. Playing your own adventure is a bit different in that it's much looser, kind of like those "create your own adventure" books you might have read growing up (if you save the woman, turn to page 42, if you murder her turn to page 112, etc)..
Both have their own merits, JRPGs tell a great story with character development whereas the sandbox RPG is more amorphous and sometimes a bit detached and sometimes generic feeling.

The intermediate version of RPG that reconciles both of these worlds are games like Mass Effect, which tell an amazingly fascinating story with great character development, but there are maybe 5-6 different paths one can take that drastically alter the outcome of major plot points. While not as unhinged and unlimited as Skyrim, it's still not as linear as say Final Fantasy, so you really get the best of both.