Fullmetal Alchemist: Brotherhood might interest you. Thinking about interesting character studies - if you like stories with horror elements, Monster is great. Cowboy Bebop is a classic sci fi story. I was personally a big fan of Moribito: Guardian of the Spirit.

Check out Sandland. The characters are great.

Well, you picked a hell of a show to start. A couple that I think are similar in feel to Frieren would be:

• Kino's Journey - there are two versions of this show as it had a remake done in 2013(?) I think. In any case, for somebody just starting their anime journey, you can stick to the more recent, less VHS-grainy looking version.
• Mushishi
• Violet Evergarden - I haven't personally watched this one yet, but it is brought up a lot in comparison to Frieren.

There's already quite a lot of good recommendations here. I'll just add another voice recommending Kino's Journey and To Your Eternity.

Also, I'd say don't expect Frieren levels of polish and awesomeness with the recommendations given, as Frieren is just a different level altogether (with lots of deserved hype).

As for my own recommendations? Let's see:

• Aria the Animation, Natural, and Origination — this is but one anime series with three seasons of varying length. Every episode is more or less self-contained, but the characters develop slowly over the span of a lot of episodes (I counted 72 for all three seasons, could be wrong though). In a way, the character growth and exploration here is more comparable to real life. The pacing might be a bit too slow for a lot of people though. and the overall tone might be a bit too sweet for some. There's some world-building here, but it's really subtle at times—with the episodes focusing instead on the everyday and sometimes, the supernatural goings-on around the city the characters live in.

• Natsume Yuujinchou [Nastume's Book of Friends] — six seasons of varying lengths. This is also mostly episodic with some character growth happening but the kind that you'd easily miss just watching the episodes. This one, however, has more supernatural themes, but also touches on how the youkai (non-human entities--to put things simply) differ from humans not only in mindset, but also in their perception of time.

• Mushishi — I haven't yet watched this one in its entirety, but this is favorably compared to Natsume Yuujinchou, and so it might hit the same notes as that one.

I would say the closest to Frieren in both quality of the writing and animation (and even surpassing the animation by a mile) is Violet Evergarden. It's on Netflix so you probably already have access to it. It's just as emotional as Frieren and shares some of the same core concepts of the story by exploring what it means to have basic human emotions though the lens of someone who is struggling with them. I cannot recommend Violet Evergarden enough.