Looking for info / guides on how to build large connected worlds in Unity

Hi there! So I'm not entirely sure where to post this, and I'm not sure if this is the best place so let me know if there's a better location, but I'm working on my first big project. It's a single player RPG and my hope was to create a large open world for the player to explore.

I have so far been working on getting the core game systems to work within a single scene (combat, crafting, etc.) but now I feel like I should start working on creating the larger world. The issue is I'm not entirely sure what approach would best suit my vision.

So here is what I want to do:

I want to create a large open world where the overworld has no visible transitions, like Daggerfall, or Minecraft. Caves and dungeons could be instanced like Daggerfall, and other Elder Scrolls games, but I want the player to be able to move around the overworld without having to go to point A in order to move to the next area, it should just happen naturally.

I don't need to be able to see super far like in Zelda Breath of the Wild where the entire world is visible from a high peak.

I think Minecarft is the best example of what I want, where you can see the surrounding areas, but everything else is no loaded. As you move, you would load the new cells and unload previous ones.

My best guess is that this is done with loading multiple scenes at once, but I'm not really sure if there are any alternatives to this.

I thought I could have all my game managers be on one scene that always stays loaded, and then each part of the world could be a scene in a sort of 2D array of scenes. Not sure what to do with the player though, I could put him with the managers scene. I've never done this before so I'm kinda guessing at it.

Also I read conflicting sources stating that to load multiple scenes at once I would need to have Unity Pro? I'm using the free license currently.

I don't need to terrain or anything to be randomly generated as its loaded, I would do that ahead of time, but I don't know how to pull this off, and finding some sort of info / guide on this would be super helpful.