One of my favorite parts about Goblin Slayer is that it's in a fantasy world, but you don't follow the "main story" throughout the show (or books, since it was originally a book.) There's a story about three young adventures going off to conquer the demon lord and saving the realm from total destruction, preventing humanity from being enslaved by demons.
But that's just the BACKGROUND story. You follow the story of one dude who just really, really hates goblins and dedicated his life to killing them lol. He does not care about demons or dark lords, he wants to end the lives of goblins.
That's why fantasy is so cool, you can tell a billion unique stories within one world, and it's up to you to choose which story you follow.