It's easy to get confused because the line can blur quite a bit.
An open-world game will generally play like a traditional linear video game, but with everything spread out in a large world. Take Elden Ring for example. You're doing basically the same stuff you did in Demon's Souls, but everything is farther appart and you have some leway in what order to tackle objectives. Other examples would be Assassin's Creed, the newer God of Wars, Forza Horizon, Horizon Zero Dawn.
Sandbox games give you tools to play around with, and a space to futz around in. There might be some goals or structure, but in general your experience won't necessarily be the same as another player's. Stuff like The Sims, Factorio, Civilization, or Black and White (if you're old enough to remember that one).
But some games are a little of both. Zelda TotK may be the best example where you have traditional quests and dungeons dotted around, but you could also chop down a whole forest and glue the logs together to make a fort. GTA might count too, though you could argue it's open-world, but with so much stuff to do that it feels like a sandbox.
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