To survive the harsh world, you will need to construct and base and gather together a squad. You can be a trader, thief, warlord, farmer, adventurer and more. The world of Kenshi is one of the biggest non-infinite worlds since the Elder Scrolls II: Daggerfall. It has a staggering 870 square kilometers for you to explore.
I couldn't end this list without including Kenshi. With addictive gameplay, a unique art style and a world like nothing you have seen before, Don't Starve is an absolute must play. There is a roster of different and crazy characters to unlock, each with their own advantages and disadvantages that change up the gameplay. Within the darkness, an evil awaits to consume you. Most importantly, you must make sure you have light at night time. You will need to gather food and resources and construct inventions to help you craft new items, all the while staying sane. You play as Wilson, a genius inventor who finds himself on a strange and unexplored world, full of weird creatures, dangers, and surprises. Once you figure out how everything works, Don't Starve becomes one of the most addictive games out there.
As far as sandbox games go, there are few that could ever be considered more brutal than Don't Starve. That brutality, however, is a case of having to learn how the game works over it being purposely punishing.