As far as we know from what we've been told, Destiny is Free Roam. However, for the sake of presentation and trailer footages, scenes have been clipped, edited, scripted and areas have been blocked off. What we are shown is only a small portion of a smaller part of an enormous open world that Destiny offers. Even in the Beta, we may run into boundaries that will be saved for the full release, but we still get more than the pre-alpha version they've been messing with for a while. That's why we have Shrikes and Sparrows; to traverse these immensely large areas and cover more ground faster than walking and running. The trailers and such only seem linear so we see what they want us to see. Only for now though, so I wouldn't worry.