Outside of Class quests and the recently introduced Hall of the Novice, you shouldn't be missing out on anything. People might be able to advise you if you mention that it is your first time running a particular dungeon should there be anything they deem noteworthy, but otherwise it's really just down to experience.

Have you any idea why your party members were unsatisfied with your performance? And where and when specifically did the incident occur(assuming you think it's relevant)?