Anyone playing this game or finished playing it?

Im not much of a gamer but this is one I've become hooked on, whats not fun about wandering about blowing zombies heads off? The thing is thats all I seem to do, wander around killing, I dont seem to be getting anywhere, all the towns on the map have been saved, from time to time one will be lost or come under attack, I turn up, kill everything, undead or not and then leave. Whenever I see a challenge I always accept it and complete it.

There has to be more to it than what Im doing, anyone any tips?