It is absolutely possible with Ren'py. There are many "open world" games out there built with Ren'py. Summertime Saga is one of the biggest and most complex that I know of. "Whores of Thrones" (which I work on) is also built using it. There are tons of others.
Fundamentally, the biggest difference between the way you write an "open world" game and a visual novel is typically that in the former, you're going to be having a sequence of "go here, wait for the player to choose where to go next, go there, wait for the player to choose where to go next" type sequences. I don't know of any tutorials on how to set up this type of game, but the biggest thing is that you're going to use "call screen" a lot. Each "location" you take the player to will end up being a Ren'py screen with various buttons on it (probably imagebuttons so you can do things like make the "door the button"). You'll "call" the screen, which causes Ren'py to stop advancing and wait for the player to do something with the screen. Your buttons will then either Return() a value back to the calling point, or else will Jump() to the next correct spot. (Both of these actions dismiss the screen.)
Also, you're going to have to think about your fundamental game structure. Typically, "open world" games have multiple story lines that they player advances by performing certain events. (e.g. "if it's noon, you're in her bedroom and you talk to her, you get a sequence of dialog and screens and then the next event is at night in the park" kind of things) So you have to think out your story in that frame of mind, realizing that you won't necessarily control the order in which the player may take certain steps. (e.g. they may find all the events with character A first, may alternate between character A and B, etc.) Thus, you need to spend some time thinking about how you're going to represent the individual story lines in terms of variables, what the events are that trigger the advancement of the story ("talk to her, but you need to have acquired 5 love points") and how the story lines interact ("you can't do this event with him until you've done event B with her").
Thus, this type of game requires a fundamentally different approach both to writing the code for the game and also authorship.
All that being said, you can absolutely, 100% do this in Ren'py, and Ren'py is a lot easier to learn than, say, Unity. But... if this is your first attempt at writing a game, I would suggest that you instead start with a small visual novel type of game to get your feet wet and get comfortable with Ren'py. Baby steps, right? Once you're comfortable with Ren'py variables, screens, dialog, etc., THEN make the dive into the more complex game type.
Just my $0.02.
