One note--if you've got Nalia as your mage and you've dropped Yoshimo for Anomen, then you basically have no Thief. I know Nalia says she's a Thief/Mage, but trust us, she is not a Thief. See how low her Thieving skills are? She will NEVER be able to raise them except through items or potions, so unless you plan on ladling potions down her throat for the rest of her life, I'd get another Thief if I were you.
About how much time you have: If you are asked to go do X quest by somebody in your party, it is likely to be personally important to them. It is possible that delays, or even outright refusal, do go do the task will result in their getting mad at you and leaving the party. But don't worry: They will always give you a reminder, leaving you a couple of days to get the job done (or at least get a good start on it) before they get fed up & leave.
About Bad Places To Go: Yes indeed, there certainly are quests that can be very dangerous for a low-level party. You can even get trapped in some of them, in that you can't leave until you've beaten them--so if you can't beat them, well.....
As a general rule of thumb, try to avoid places where nobody has been for a really long time.
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Volothamp's Comeuppance
Everything you ever needed to know about the entire Baldur's Gate series......except spoilers.
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