Have Fun is the most important! The idea of the guide for leveling is to accomplish the level achievement as rapid as possible as you progress through the guide. However, I’m a “casual” player and I partake in the side quests most of the time. As a bonus I am usually significantly higher in progression as I roll through the guide.
Bottom line…. No right or wrong! Just have a good time! Many people have forgotten that one!
Enjoy!
Ruze