Cienna
Welcome to IW!
First off, I'd say do the quest to get Jaheira uncursed (it's called the Baron Ployer quest) as this has serious consequences - she'll die eventually if the curse is not undone.
Then do the Nalia one - I don't think there's a time limit where Nalia will leave the party, but I'm not too sure about that.
The rest can be done when you feel like it. You will eventually want to pop in to talk to the leader of the Shadow Thieves, but he's quite patient.
