Middle Earth: Shadow of Mordor looks really good. At the beginning of the game, during the intro you will understand the goal of our main character on the spot.

The world is open to go anywhere you want, do any of the missions you like(making the game not as linear as you might thing) and go through endless hordes of Orcs until you find the person that has bound your soul with the ghost that follows you. You can always have a look at the hierarchy of the Orcs and choose the targets you might think will break the chain.