well a good part of the game is that you can choose either.
spolier ahead:
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Later on in the game you can return to the city and do any quests you didnt do earlier so no sweat about that you are not missing out on anything. And i suggest going further on in the storyline as a break from sidequests. so I say go on and leave the quests for later
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"I was born of darkness. My fathers eyes closed before mine opened. I am not of this world or the other, and I have the right to be what I am..."