EVERY single find X, deliver Y, kill Z quest inside of the MSQ has a reason that is tied to the MSQ.
If you skip the MSQ and ignore the reasons, then this game is NOT for you, it's heavily story based.
You start as a no-name adventurer, one of thousands. NOBODY has a reason to trust you, to help you, to give you ACTUAL tasks, you need to prove your worth, show what you are capable of.

Nobody would just follow a random adventurer on a raid of Castrum Centri for example. But someone who killed 3 primals? That's a very different story.

Later it picks up though. You become the savior of Eorzea, the Warrior of Light.
Especially in 3.0 the amount of "fetch" quests or "kill 15 X" quests is very low, and the story is incredibly well written.