Recent.

Hello bhrigu!

From your second clue I would have guessed, it is "Yoku's Island Express", although, I did not remembered the pterodactyl anymore.
But your third clue gives it away for sure! So, I am certain that it actually is "Yoku's Island Express".

Kind regards,
foxgog

[Edit: typing errors]

Hello bhrigu and thanks!

So, here is the next one:

"I am going to travel. Do I have everything I'll need?
Let me see: a travel map, rations, the right kind of boots..."

About what game do you think am I talking?

Kind regards,
foxgog

Hello!

Here is the 2nd clue:

"...I think I'll need a rope or two, a sturdy bed roll and maybe something warm for the upcoming winter."

Kind regards,
foxgog

Hi, foxgog.

Still no idea what game you're referring to, but keeping with the original spirit of the game, where guessers would ask specific questions for hints, here is one: Are you a human being? Can you describe yourself a bit (gender, age, looks, occupation...)?

Is it some kind of survival game?

Could it be Outward?

Project Winter?

Hello!

To answer the questions from ZFR and bhrigu:
Yes, being human is one of the options for me and my travel companions.
And survival through the days and the nights albeit not the genre of the game is a huge part of the travel simulation.

@Lone_Scout:
No, it is not "Outward".

@slurredprey:
It is not "Project Winter" either.

New clue:
"We have to pass through fields, cross rivers, find our way around bodies of water, sail to the sea, make it through collapsing tunnels and caves, and scale dangerous mountain ranges. Sometimes encountering friendly creatures, but other times facing dangers from bandits, animals and forces of nature."

Kind regards,
foxgog

Is it one of the Ultima games?

The Curious Expedition?

Hello again!

I am sorry, ZFR and Lone_Scout. It is neither of the "Ultima" games nor the "Curious Expedition". (Remeinder to myself: I still have to give the latter another spin.)

And another clue:
"Last night, near a lake I briefly saw a creature, that I would have expected only in fairy tales and fables, and it was not Pegasus. Will we ever see it again? Let us stick around this lake for a while and find out."

Good luck everybody!

Kind regards,
foxgog

Hello,

Banner Saga 1 ?

Hello thedkm!

No, unfortunately, it is none of the "Banner Saga" series of games.

Further clues:
"The fairy tale creature has a very 'unique' feature, and therefore, is relatively easy to recognize among its brethren.
Luckily for us, it reappeared in the same spot. It does not seem to be hostile, on the contrary it helped us a lot by giving us something that we were looking for... now, there is missing only one other piece to complete it."

(Hint: What is it, that we are collecting and reassembling?)

Kind regards,
foxgog