Yeah, Mass Effect (though I wouldn't call it open world) fits extremely well. It should be getting a re-release of all three games plus DLC in about two months.
You don't get to create the character but has open world shooting:
Experience Aloy’s legendary quest to unravel the mysteries of a future Earth ruled by Machines. Use devastating tactical attacks against your prey and explore a majestic open world in this award-winning action RPG!
Winner of over 175 Game of the Year Awards and recipient of over 250 perfect scores, RDR2 is the epic tale of outlaw Arthur Morgan and the infamous Van der Linde gang, on the run across America at the dawn of the modern age. Also includes access to the shared living world of Red Dead Online.
Ushering in a new era for the METAL GEAR franchise with cutting-edge technology powered by the Fox Engine, METAL GEAR SOLID V: The Phantom Pain, will provide players a first-rate gaming experience as they are offered tactical freedom to carry out open-world missions.
you get to make your character in S.T.A.L.K.E.R. but it's been a long time
Includes 3 items: S.T.A.L.K.E.R.: Call of Pripyat, S.T.A.L.K.E.R.: Clear Sky, S.T.A.L.K.E.R.: Shadow of Chernobyl...
If you liked EVE, you might like the X series. Here's the latest:
X4: FOUNDATIONS brings our most sophisticated universe SIMULATION ever. Fly every ship, EXPLORE space or manage an empire; TRADE, FIGHT, BUILD and THINK carefully, while you embark on an epic journey. Experience tons of improvements with the massive 5.00 Update!
Fallout 3: New Vegas is kinda old but it fits the bill.
Welcome to Vegas. New Vegas. Enjoy your stay!
Elex fits, too, assuming you build a character that's into shooting. Expect to do lots of running away at the start.
ELEX is a handcrafted action role-playing experience from the award-winning creators of the Gothic series, set in a brand new post-apocalyptic Science Fantasy universe that puts players into a huge seamless game world full of original characters, mutated creatures, deep moral choices and...
Oh, and Outer Worlds! Not as difficult as Elex, from what I hear.
The Outer Worlds is an award-winning single-player RPG from Obsidian Entertainment and Private Division. As you explore a space colony, the character you decide to become will determine how this player-driven story unfolds. In the colony's corporate equation, you are the unplanned variable.