As a rule of thumb, there are three quest icons. The small, yellow circle, the blue circle and the "sun".

Sun is for main story quests and you absolutely need to do them in order to progress. Almost everything is locked behind them, and as such, they do unlock stuff as you do them. Can't really dodge doing em as a result.

Blue markers are for unlocking new functions (not per quest, but per quest line), be it skills (job quests), new crafting abilities (desynthesis, materia adding and so on) or new dungeons that are not part of the storyline, beast tribes etc. Except for the moogles beast tribe, which is behind a long series of normal quests, none of them that I know of require you to make standard quests, but I may be wrong.

Standard quest markers are purely for story, sometimes offering additional progression gear or consumables. They don't unlock anything and are not needed for unlocking anything (with the exception of moogle beast tribe) to my knowledge.

In any case, there is no such a thing as a "point of no return". All the quests you didn't do yet are available until you do them. Once you level everything, finish the main story quest, get bored with dungeons etc, you can go ahead and start doing lvl1 quests if you so deem fit. Nothing is stopping you, even if you won't get anything out of it.