I don't have an exact list or anything since I didn't purposefully test skipping content, but Lith is one, if you don't rescue her fast enough she'll end up killed by other gith. The girl with the telescope/soul coin ends up murdered, (I assume the goblin in the cage would too), the people in the burning town will all be gone/dead. I've stumbled into a ton of side quest areas that just end up showing me the aftermath.
