Being a free-form game, Eternal Glory will not be confined solely to the main narrative. In addition to the Main Narrative, you will have a plethora of sub quests which can be done in any order as you please. It is recommended that you do do these sub-quests as you will reap good benefits and can in some ways make the journey through the Main Narrative easier.
However, if you yourself feel the need for more then feel free to explore the world at your own pace. There will be tasks that you can do which you find by going into an inn or askign in the arena. See what help you might be asked of in the wilderness for example.
Below will be a countinually updated list of sub quests: