Yea unfortunately a ton of this game is not explained. Thank god for the internet or I'd be lost over lots of things.
The longer you play, the more stuff gets explained, the more the game opens up, unlocks stuff.
I've been playing so damn much this past weekend and the more I play the more I love it. It's definitely a slow burn game. It didn't hook me immediately either but the more and more I play, the more it sinks its teeth into me because of the world and how carefully everything is crafted.
One instance I heard screaming and gunshots, the closer I got I heard an animal growling. I got much closer to investigate and the guy must have died as the cougar saw me, ran towards me, my horse got spooked, threw me off, I didn't have time to pull all any weapons and the cougar killed me. Even though I died it was one of those HOLY CRAP moments.
You can tell when predator animals are close by as your horse will start acting up even if you're bonded high with it.
Another time I was riding my horse down a road and a stagecoach was getting robbed and the guy yelled for help. I killed the two people robbing it. The guy that was getting robbed of the stagecoach said that the stagecoach was insured by the company that owned it so he didn't care and I could take it anyways for helping him. Easy enough. I looted the stagecoach and rode it to a fence for even more money.
It opens up very slowly. I can't find a total amount of hours I have played. But I'm only 11% done the story. My PS4 crashed a day ago and my save was gone so I had to start over. I've already hunted the legendary bear and took the hide to a trapper. The double barrel shot gun helped, I think it took 6 shots to the face. Also at that trapper you can buy a second gun holster. I heard you get one as part of the story later so I didn't buy one right now.
I recall the incident with the cougars but the guy wasn't dead yet. My horse threw me off and the cougars got me in one hit. Everything is so detailed including animations. I knocked something off a ledge and was able to catch it mid air while it was falling lol.
The random NPC events seemed to be timed too. There was a lady that was stuck under a horse because it had died. I lifted the horse and helped her get up and there was an option to give her a ride home. As I brought my horse I realized I had a deer carcass on the back and she was like do you mind, I can't fit on there. While I was figuring out what to do with the carcass, she then said nevermind I'll find my own way home and started limping down the dirt road. I couldn't interact with her anymore after that.
Also to the left of your camp at horseshoe there is a burnt down town. Go there to find a gold bar in a lock box that's worth $500. I used it to upgrade my camp. There are several other places I'm sure you can find hidden valuables.
Also for bounties, the best way to get rid of them if they are too expensive is to go to your camp, donate all your money, then go surrender to the authorities. You will get put in jail but they won't take any of your money.
Another option for being wanted is to shave, cut your hair and change your hat/shirt. The bandanna doesn't help much it seems to cause more trouble than needed. Once you shave and change clothes before going to the town you are wanted in, you won't be recognized and it's like not having a bounty. Unless you probably wear the same clothes and then I think they will figure it out.