Dragon Age: The Veilguard has side quests—a lot of them, side quests you should probably do if you want to say appropriately levelled for harder difficulties. You ought to tackle them right away, as well, since the game doesn't really warn you that you're about to cross them off your list as you progress the main story.
I'm here to tell you that you extra shouldn't miss out on one side quest, though: Regrets of the Dread Wolf. You get this quest pretty early on in the game, and while it might scan as an optional Crossroads-themed treasure-hunt, it actually has a massive impact on the game's main story. To the point where I'm shocked it isn't really a part of the main quest (although you do get one of the statuettes you need from the main questline).
