Part of the conceit of this campaign is that the players are interacting with the major nation-shaping forces at work in Bload at this pivotal moment in its history, and that their choices are going to have significant lasting effects on what happens. To that end, it's important for me to make sure you guys not only aren't on rails, but you can break rails and move rails, if that makes any metaphorical sense. A lot of the lore, characters, and plot elements are procedurally generated by what you guys decide to do. So, if you decide to ferret out side quests, you're not messing anything up, but the Werld is still spinning and things are still happening while you're taking the time to do that. This ain't Skyrim, the Jarl isn't just going to stand there forever. But I would encourage you guys to do what you want to do and not worry about what I think you "should" do, even if I have to bury beloved NPCs like Wormfellow (sigh) in discarded notes that nobody will ever see...