Xenoblade Chronicles. 2 Sequels later we are used to the massive scale of these games but that first time leaving what was already a big area of Colony 9 through a cave-like dungeon and as soon as you exit you get this wonderful image of the end goal. The Mechonis. You turn around and see Bionis Leg of Gaur Plains. When you first see it almost feels overwhelming. It's just the first area and you can explore and discover for hours. The scale makes you feel small and insignificant despite the fact you hold the fate of the world literally in your hands.
This blew my mind too and was the thing instantly came to mind as I read the title of your thread. I was overwhelmed by this scale of freedom that just dropped on me.
Besides that, I should mention Kid Icarus: Uprising. You reach chapter 9 and it is named 'Medusa's Final Battle' and Medusa was shown so far as your main enemy and was known to be it in the original, so I thought the game was ending. This was supported by credits start rolling. While the credits roll Palutena and Pit keep on chatting like they always do and then Hades joins in. Pit asks who he is and Hades says he is the real boss of the Underworld and Palutena cheerily confirms that. The credits end and the game continues. For a LOT more chapters.