I've played Median XL for a long time and I picked up Grim Dawn last year. It's a fantastic game. Let me provide some initial info.
-> The game is spread across 4 acts, but the developers have repeatedly stated that they do not actually use this terminology and the game is intended to be one complete adventure, starting from Devil's Crossing until the Necropolis.
-> You start off with one Mastery such as Soldier, Arcanist, etc, and can choose a secondary Mastery at level 10. Choosing the secondary Mastery is entirely optional, but current balance dictates that single Mastery setups are at a major disadvantage to dual Mastery setups.
-> There are a variety of builds for each Mastery, and Masteries can be combined to make several builds. Want to make a Melee 2H Physical damage spec? Go Soldier and Shaman to make a 2H Savagery auto attack build or Cadence or Blade Arc, etc. Want to make a DW Pierce/Physical damage spec? Go Soldier and Nightblade to make use of Nightblade DW skills and synergize with physical/pierce and attack speed boosts from Soldier.
Basically one Mastery provides the attacks and the other provides synergy and utility, as stated in the examples above.
-> Almost every weapon can be used in several builds. Rifles/Pistols are used in Physical/Pierce/Fire/Lightning/Chaos builds. 1H Axes/Swords/Maces are used in Nightblade builds. Scepters are used in Caster builds, etc.
-> There are 3 main stats - Physique, which boosts HP, HP Regen, etc. Cunning, which boosts Pierce Damage, Offensive Advantage(Sort of like Hit and Crit chance). Spirit boosts Energy, Energy regen and magical damage. Stats are sort of imbalanced now as Physique is highly prioritized to survive Ultimate, but Cunning and Spirit are still extremely powerful.
-> Yes, Grim Dawn is a very linear quest dependent game, but there are loads of side quests which involve exploring non-mandatory areas, killing bosses, making moral decisions which have an impact later on, etc.
-> The lore isn't very rich. The game is set in a time when humanity has been spent fighting major wars, and then making mistakes which led to an Aetherial invasion(They're spirit like creatures from another dimension), and to a Chthonian invasion(Sort of like WoW's Old Gods) to thwart the Aetherials. There's also a lot of infighting, human marauders preying on the populace, a variety of beasts, as well as undead armies inside doomed cities and catacombs. There are plenty of lore letters that drop to give you an idea of what happened and what is happening, and even some tales that make you sort of cry and empathize with what happened in the world.
-> Three main difficulties - Veteran, Elite and Ultimate. Elite and Ultimate are significantly harder than their predecessors with resistance reductions, increased enemy damage and health. Ultimate is much harder than Elite and requires both good gear and brains to take on the difficulty i.e the first mini-boss can one shot you in Ultimate if you're not careful or didn't gear properly.
-> The best part I feel about this game is that bugfixes, updates, and proper developer-player discussions happen frequently i.e daily. The developers have a great sense of humour and have been in the gaming industry for more than a decade. The TQ engine is quite robust and can handle quite a lot of modification. Several players have already expressed an interest in modding and the developers are extremely supportive and will probably also be creating a modding software when the game is fully released.
-> A variety of items ranging from Whites to Legendaries. Lower leveled Epics get an Empowered version at a higher level. Sets exist both as an Epic and Empowered Epic and Legendary variety, and cater to several builds.
-> Multiplayer is currently tuned only around 4 players and there are no dedicated servers. The devs have stated that if they have enough money(about a million dollars), they will set up dedicated servers.
I've had a blast playing this game. It's also fairly cheap. The start may be a bit overwhelming, but once you finish the first act i.e kill The Warden, you'll get a fairly good idea of the game.
Ask me anything about this game. I have plenty of knowledge and can answer most, if not all questions.