That's a basic problem of all RPGs which give you some sort of very urgent task for the main quest.
Normally people would directly go to solve the problem, as it IS urgent, but modern RPGs go much more for doing side quests and exploring and anything but the main task. Regardless if it's Witcher's find and save Ciri, Skyrim's "Dude, you need to stop the dragon problem".
But if you would go for the urgent task directly (unless it directly tells you to get much stronger before doing so, but then it wouldn't be that urgent anyway) afterwards there would often be no real interest in going on and doing other things instead.
That would only work if the urgent "main-quest" was designed to be only the initial part.