It all starts with Bernard (shopkeeper), who gives us things to do, and then a main quest, which lets us know who will be following and who will give us at some point another main quest or others things to do.... - what makes all the quests in the game interrelated. So it's impossible to miss quests.
We just need to know how to be a strategist in the way we do it. (in the order of the grip between the quests)