In a few cases NPC's will leave the party if you take to long to complete their quest, Nalia for example. However, she will wait for you by the keep, so all is not lost. If they start to get very impatiant, its time to resume there quest. Aeries Circus is relatively easy, then Nalias Keep, then the Umar Hills & Trademeet to start you off. There are several short ones, such as Korgans as well, which can be slotted in whenever. The only urgent one is part of Jaheiras:
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When she is poisoned, it is important you heal her quickly, as she gets progressively weaker and weaker.
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Charlie's S-Plan diet is no better than his invisibility potion!