Defining West Marches

West Marches is the latest term for the evolving concept of what basically amounts to Sandbox D&D that has been around since the 1970s. Seriously, what did you think it meant when one of the original manuals said "for 4 to 40 players" on the cover?!
So, given that West Marches is just the latest name for an evolving concept that has been around for roughly 50 years, we are not going to bother citing to you the various rules, versions, or ideas that have existed over the decades. Instead, we are just going to define how we are using it here to avoid any sort of confusion or conflicts.
The first thing to consider is that West Marches is intended to be a living world. Don't expect to have a singular heroic story taking place in a vacuum as is the way of most generic D&D games. There may be dozens, hundreds, or even thousands of things tiny and large happening around the world at once. Most of them may not matter to you, many of them may be beneath your notice, and many of them may be far and beyond your league of power. But all of them are alive and happening in your world at once.
We build and write the world and its lore with verisimilitude in mind rather than simply the immediate satisfaction of you and your party. We do this all in the hopes that the world will feel more genuinely alive to you. Businesses may pop up or vanish in the weeks you are out in the wilds traveling. The captain of the guard may be assassinated and get replaced with a suspected criminal. A temple may burn to the ground with no witnesses because another adventuring party wanted to know what a keg of alchemist fire smelt like. Hell, there may be a level 35 human wizard that's 3,000 years old and is as perverted as he is sarcastic that smokes his pipe and teaches children sideshow magic tricks for fun. But all in all, everything has a place and a reason in this world. Just because there is a level 35 wizard in your hometown doesn't mean orcs can't be a problem. After all, why should a level 35 wizard give up his hobbies to solve the orc problem when you are perfectly capable? After all, if he solves every problem as soon as it pops up, adventurers never grow and level. Then there is nobody to protect his pipeweed farm when he spends 4 months on an involuntary vacation in the abyss with Tiefling Dominatrixes taking turns flogging his toes. That being said, don't expect every random NPC to come flying to your aid just because you want it. These are people, not a Christmas tree decorated with character sheets. You have to make it worth their while if you want their time!

But, the next point of issue is another thing that may be an oddity to the average D&D player. Your DM doesn't get to tell you what you are going to do. Instead, get together with your party if you have one, decide what you want to do, then tell your DM. Assuming this does not lead to frothing at the mouth or a strike from your DM, your DM will then prepare the content you have requested and then everyone gathers at the appointed time and away you go. Sometimes this may mean the party is picking a bounty off the bounty board, picking a rumor up from the taverns, or taking a request for aid from a priestess at the local temple. But it's not limited to the concepts of 'quest givers' by any means. If you took a job that had you escorting a caravan full of mustard from the town of Belview to the fishing village of Sardinia, you may have passed 3 rather curious-looking caves along the way. Now, you couldn't really investigate them during your escort and guard job. But once the goods are delivered and your escort job is finished, you can always convince your party and your DM that you want to go investigate those caves.
The third topic is your party itself. Given the dynamic and open-world nature of this world, this of course means you are also not locked in with a party. You can leave any time you wish to try to go solo, or join another party, or form your own party. Or, if there is one problem adventurer the party can simply band together and tell them to stay at the tavern when you all leave, ejecting them from your party. While it would be nice if the DM could mitigate player issues, we don't really feel it should be a DM's duty to hold the hands of people that can't get along and make people play together if they don't want to. As a follow up to running solo or founding a new party simply requires a DM to be interested in what you are pitching as far as character or story.