All right, I bought the game recently and... I'm stuck in the tutorial quest.

Not that I don't understand how to finish the quest, it's just that once I arrive at the kidnappers' hideout and defeat them, the merchant's brother doesn't spawn. I tried to wait for him to appear, but nothing happened, I tried exploring the 'mostly empty) map but didn't find him, I tried reloading a previous save, but it didn't change anything. Finally, I restarted the game from scratch (not that I had been very far anyway), and... the same thing happened: I end up in the same empty hills, surrounded by low level, easily dispatched mooks, and once it's done, nothing happens, there's no brother to be found, the game doesn't allow me to leave the area or even reload or quit the game, which means that I simply have to force quit and try again to meet the very-same-result.

Are you sure all enemies are defeated? Unless your party stops to scream victory, you can be sure there are still bandits in some corner of the map. The merchant brother is supposed to spawn and run to you as soon as it's safe. If he doesn't, the game's glitched.

You don't have to do the tutorial in order to progress in the game though. It doesn't yeld any tangible reward in terms of money, rep, or xp. It doesn't even really teach you anything. Besides, there's no time limit for that mission, you can simply take the initial money from the merchant and forget about it.

If you want quick money, try winning a tournament. If you need quick xp, train at the arena, or go to a training camp.

Yes, they do scream up for victory.

And I know that I don't have to finish the tutorial to open the sandbox, it just annoys me to have that unfinishable easy quest here.

Are you always starting with the same beginning town (caravan to....xxx)? Try changing and see if it persists.
Also, try fudging with your graphics settings and see if that helps.

There have been instances after patches, where some quests are impossible on some cities or locations,
because necessary enemies or what not, spawn somewhere you can't get to (behind or in wall.)

My guess is the merchants brother is inside a hill or something and can't get to you.

"[i]Try changing and see if it persists.
Also, try fudging with your graphics settings and see if that helps. [/i]"

I tried in the Rhodoks' Kingdom, and the Brother didn't spawn. Then I tried in the Sarranid Sultanate, and the Brother didn't spawn, next I tried Swadia, and here the Brother finally spawned... Except now It is the towns which do not spawn. By this I mean that when I enter a city/village, the city itself: the buildings, the walls, the stalls, doesn't appear: the area simply are big empty plains where the city/village dwellers roam.

This game really seems not to want to be played: I guess I'll just ask for a refund.

You don't happen to have it installed in "programs" folder?
Because something is definitely funked up in your install, that might be one culprit.