My first project using namespaces
My thoughts:


Imho Database should not belong to Utilities namespace. Working with database is likely a core part of your application, "Utilities" suggest auxiliary tools to make your life easier. But maybe the class does something different than I expect
Is there a reason to keep all your application in Metin2 namespace but have separate Exceptions namespace with Metin2Exception? If it's for code completition, then a good IDE should only suggest classes inheriting from Exception in these contexts.
Metin2::__constructor(): can Utilities\Database throw Metin2Exception? If not, then it's not really useful to throw exception only to catch it right away and echo
It's worth considering using specialized Exception classes and keep Exception messages for details. That is because you can't catch Exception based on its message, but only class. Here you could have ConnectionFailedException extends Metin2Exception.
Instead of echoing Exception message I would recommend making a function/class, that would enable you to redirect error messages to file, as it's not recommended to be printing out application messages for users to see. This way you'll also be able to log them.
On a similar note you may take a look at set_exception_handler, that lets you assign a function/method to handle uncaught exceptions. And from that you can try either making your own or using a 3rd party exception handlers, which combined with set_error_handler that can be used for conversion of errors to exceptions can really improve your programming. Examples: https://github.com/nette/tracy or ... maybe http://raveren.github.io/kint/ (I'm sure there's another as nice as Tracy, but I can't remember its name).
You can remove dependency of Autoloader on a global constant by adding a static property and using a setter to set its value
When Autoloader finds out the target filepath does not exist, it does not react in any way ... maybe at least log it somehow, if not throw exception?
What's the purpose of Testdb? I would discourage from using a service location especially when it comes to testing ... why not pass the $db as an argument?