What do people mean when they say this games over world is one big dungeon? I kinda get it but don't at the same time
It doesn't make much sense. They probably mean that the game's main dish, unlike past Zelda games, isn't the dungeons, but the overworld. The overworld has most of the cool shit, all the difficulty, and it's one big area with no loading times. There are fewer dungeons than usual, and although I haven't done any of them yet, most people seem to agree that they're not what this game is about, except maybe the desert dungeon apaprently? Also, there is basically zero visual variety between all the dungeons and shrines, and most of the puzzles are sprayed out over said 120 shrines. They're bite-sized puzzle-only dungeons, basically. Lastly, they're cut off from the overworld. They require loading.
All in all, they feel like an afterthought. Heck, in my opinion, they have no place in this game at all, though I don't mind the shrines because they're short and they sometimes give you nice rewards. An upgraded BotW formula would ideally give you underworld areas with really tough mazes, enemies, bosses, and no loading times. Those areas would feel like Zelda 1/2 dungeons, essentially, except they'd feel like a part of the world. One big, multi-layered world. Do it, Nintendo.