I guess that's the point isn't it? I mean, almost everything you do has some kind of consequence*. Quests don't just fall into your lap, you're expected to talk to people and see if they need help, or to point you in another direction.
You have to explore; and it's always worth exploring, and I really like that.
I just don't like the way quests are shown in my quest book thingy.
Also don't like not having some kind of clue.
E.G: A Mother's Nightware (IIRC); I got this little Erma girls doll and I'm meant to find her for her mum. No clue what to do. :P