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Is there a campaign you can follow or is this a a Mount n Blade style game where its up to you to create goals for yourself?
It is mostly like Mount&Blade, but there are ambitions (like getting company to full size, visiting all towns etc) that serve as short term goals. There is also end game crisis which you can consider "the goal". After you beat it the game asks you if you want to retire or to continue playing.
Ah ok, that sounds cool then.

Live. Just try and live.