On a whole, I wouldn't say that it's very linear. There's a lot of freedom for exploration, and a lot of choices to be made. But there were situations where I almost expected to be able to do something a certain way, but wasn't offered a choice (or that particular choice). I can't remember every instance I felt that way, but one quest really stood out to me:
http://pillarsofeternity.gamepedia.com/Built_to_Last. Considering the themes of the game, I felt that one could have been fleshed out a bit more and offered some different paths. I can't remember every word of dialogue and all that, but I remember trying to roleplay my character and deciding that I wouldn't turn the last part of the quest in because I didn't want them to have forge knights. Which basically just left me with an incompleted quest and no rewards. Sure, it gave me story and rewards along the way, but I would have loved being able to finish it by for example talking the commander into not using the forge knights, or faking the notes or whatever.