OK I think I get it. Harper is getting up to speed.
So you are looking to competently use the GFCI LOAD terminals on a GFCI recep to protect the downline. You want that because GFCI receps are cheaper by half than GFCI breakers, and you don't have to open up the panel.
This smells like metal conduit.
The lack of ground wire makes me wonder if you actually have metal boxes and metal conduit. I would look closely to see if the wires are disappearing into a pipe (about pinky-sized). Look for a metal thread coming in and a metal "jam nut". If that's really metal conduit, metal conduit is a valid ground path. It may be worth revisiting the question of why you're installing GFCI in the first place - e.g. if it's to allow 3-prong receptacles where no grounds exist, that is altogether unnecessary! A 3-lamp tester will confirm that.
Assuming you still want to proceed...
If only 2 wires enter the box, then either it's a dedicated circuit or just as you say, it's wired in a star or tree topology.
It might not just be in boxes on this circuit. It could also be in
- blank boxes (Code requires they remain accessible, but idiots do exist).
- Boxes of totally unrelated circuits, with careful separation of neutrals.
- Boxes of this same multi-wire branch circuit if it is one. (you'll have to open up the panel to see).
The good news is, if it's conduit, you can add more wires to conduit. For instance you pick any appropriate receptacle, put 2 more wires right back up the pipe (I prefer purple and gray myself for GFCI protected wiring) back to the hub, and then use the hub to spread GFCI protection to the other outlets.
All MWBC breakers, two (or three in NYC) should be handle-tied, so either get manufacturer approved handle ties, or get a 2-pole (3 in NYC) breaker. Breakers must match the panel, or be UL-Classified for the panel (Eaton CL basically).
Other scenarios that can appear with 2 cables (4 wires):
To me this is normal:
Supply wire comes in, is wirenutted to onward power and a pigtail to the receptacle. 1 wire lands on the receptacle. (repeated for hot and neutral).
What you are thinking as normal is:
Receptacle has 2 screws on it, and those are connected to each other and to the receptacle itself, thus allowing the recep to also act as a splice block. Supply wire on one screw, onward on the other screw.
Both ways are correct.
However, if you're a novice installing GFCI receps, and your goal is to use the LOAD terminals to protect the downline, then the second method is more obvious.
However, MWBCs really interfere with that.
In a multi-wire branch circuit (MWBC), the neutral is shared between the two hots. Where the neutral is shared, it must be pigtailed.
So pigtailing, especially when it's just neutral, is a "canary in the coal mine" for a MWBC. You need to go evaluate the circuit to see if you have a MWBC.
If you do, then you cannot use the GFCI LOAD feature to protect the downline. You must use individual GFCI receptacles at any point where the neutral is shared.
Now if you're doing the math and going "That'll take 5 GFCI receps, I can buy a breaker for that" - you are exactly correct. The simplest way to GFCI-protect a MWBC is a 2-pole GFCI breaker.