There is an ongoing discussion (the Question of the Day, QOTD) between fans and the developers of Dark Messiah on the official portal. Five answers have been posted until now. I found the following two quotes particularly interesting:

On the open-endness: "The game will definitely be more Half Life-like. It is very action-oriented, and the world is not open-ended. We made this decision because we had to build each level very carefully in order to allow you to use the environment. This is not the type of thing you can do at a huge scale."

On returning characters: "Well, surely we do not want to spoil anything here. ? However we can tell you that some actors from Heroes of Might and Magic V will return in Dark Messiah, though you may not necessarily meet them “physically”..."

I'm not sure what that means, but I can't wait to find out. We also learn that the game will be easily moddable: tools will be provided to the community and a map editor might be available even before the game is released. Read the rest here.