Heavy Rain isn't a sandbox game, but it's atmosphere-heavy and a very compelling experience. I would suggest it to any new gamer because it's so unorthodox and shows what games are capable of. It may not seem like your cup of tea but I'd still suggest trying it out.
The Yakuza series is also great, even though it can be a little over the top and overwhelming action-wise. It has a little bit of everything in it.