Loved the side story. I'm a huge sucker for Mathias, so it was nice to be able to see those romantic feelings actually lead to something. I think the character that I'd want to learn more about is the MC, especially past events, but I'm sure some of that mystery about the past is intentional. Another would be Curio (mainly because I'm skeptical of him for some reason) I can't really think of a favorite/least favorite thing; I enjoyed it all, I guess?
I'd like to see more side stories, as long as creating them isn't a detriment to progress in the main story. I know sometimes creators start putting out additional content and then end up feeling overwhelmed at some point.