You sort of do have to check the side quests bit just to know when to do each of them.
I will say it doesn't have spoilers, or at least it tells you when such and such happens but not the actual details, eg, you need to talk to x character after you've unlocked x area, so don't worry about spoilers, the story in the game is very nicely written, albeit the furthest I've got thus far is episode 3.
With our dreaming and singing, Ceaseless and sorrowless we! The glory about us clinging Of the glorious futures we see,
Our souls with high music ringing; O men! It must ever be
That we dwell in our dreaming and singing, A little apart from ye. (Arthur O'Shaughnessy 1873.)