Information on all important side content and quests?

[Raldo]

If the sidequest is not important, the marker looks like this:

(all gold, with an exclamation mark)

If the sidequest unlocks something (note: this can sometimes just mean it unlocks more sidquests), then it looks like this:

(exclamation mark with a blue background and plus sign)

[Niwashi]

(note: this can sometimes just mean it unlocks more sidquests)

Only if one of the other quests it leads to in turn unlocks a feature.

Sidequests that lead to a follow up quest, or even a chain of several follow up quests to get in a bit of storytelling, can still get the regular tan and gold Q icon if the quest chain doesn't provide any feature unlocks. But if a sidequest chain unlocks a feature, then not only the specific quest that unlocks it, but also all preceding quests required to get to that point will have the blue Q with a plus sign icon.