Each of the three city states also has a different 1-15 story based on their society, but the story progression is the same no matter what you choose (This includes Grand Company choices later in the game around level 20) The only thing that these choices change is the FLAVOR of your progression and the location of where things happen, but your encounters with the MAIN story remain the same. (As in you fight the same kinds of enemies for the main story in the level 1-15 quests, you just have a different flavor or specifics of circumstance based on the location you are aligned with)

I don't want to be more specific because that's kind of "spoiler", but each city gives you MSQ "guides" based on your city state that help guide you into the unified story after you unlock airship travel at 15, and you will have fights with these guides helping you and they explain a little of what's going on and indicate deeper knowledge they aren't ready to reveal just yet... so you aren't MISSING anything, it's just you get to choose your allegiance and this can add a few lines of text here and there later in the game to acknowledge things you've done.