Western RPGs focus on the characters, and the world around them is a tool to let the player-as-character do and see more. Eastern RPGs focus on the events unfolding around the characters, and how the characters affect the world around them.
Western RPGs are based on the experience of tabletop role-playing games, limited only by the imaginations of the players and the game master, where Eastern RPGs are more re-creations of traditional storytelling.
I am a fan of open-ended role-playing game, and never really liked the console games like Final Fantasy or Dragon Quest. But that was long long long time ago. Last time I really focused on playing a good game of RPG was Ultima VII, and that was more than 10 years . Here's a hint -- I was a big fan of Ultima V-VII and played almost all the early TSR AD&D turn-based battle RPGs (was a fan of Dragon Lance and Forgotten Realm as well).
I've only enjoyed watching an "Eastern" RPG being played for its rich single-threaded story (and sometimes glamourous battle effects). Talking about "Eastern" RPG, here a Japanese RPG mockup using real-life character video. Very very funny especially if you have watched too many of these played, although like the other Japanese console RPG, most battle scene can be skipped.