I'd only recommend large worlds if you have a party of 5+ people. Trying to explore it on your own is, as you said, too daunting and overwhelming.
I also prefer medium worlds, as small worlds are simply too... small. Sometimes even standing on a hill can make a wyvern come down from the skies.
But if you don't really like exploring, a small world might be perfect for you, since you can remove all that map darkness in no time.