Switching to an open world, Borderlands 4 is massive and packed full of sidequests and activities to complete, though these generally don't give you tons of experience to level up. Completing it all once is all well and good, but you won't want to trudge through every single quest again on an alternate character. That's where the best XP farms come in, netting you heaps of experience to level up fast and with less effort, so you can focus on your favourite bits.
If it's your first run through the campaign, I'd generally recommend just completing the story and exploring the open world—there's little reason to grind before then. Nevertheless, with the max level currently set to 50, and the campaign tier skip only taking you to level 30, you'll have a long way to go when levelling up alternate characters.
