In addition to the missed quests in Aleroth, you will also be without a set of teleporter stones after going to the castle, until completing a main plot quest that you receive upon exiting Iona's dungeon and doing something else (involving traps in the first case, which wouldn't be much of an issue at a higher level with better equipment, and the boss fight Stabbey mentioned in the second). The teleporter stones would allow you to quickly teleport back to a home base, for example, to sleep, trade or drop off loot, then return to where you left off. You get the first teleporter stone in Aleroth, after freeing Lanilor and entering the catacombs (the first quests you get talking to Joram and leaving his house, then getting close enough to Mardaneus' house to trigger the next cutscene with Lanilor).