Missions progression

I’ve just started playing a few hours ago, I’m now on Mars and I feel a bit overwhelmed by the fact that a lot of npc I’m talking to propose me a side quest..I like to go around a bit and explore before leaving a place but I also would like to progress with the main story without letting pass to much time from one mission to the other, otherwise I would feel a bit lost in the story progression..for instance here on mars there is a kid that wanted me to talk to his mum, a miner that wanted me to talk to his wife..(not to mention all the factions that you can join that give you other mission) but the mission is to go to Venus now. How have you done it? Is it better to do everything now? Considering how many planets and places are in this game will it be pointless to come back later? Which do you feel is the most natural path progression every time you go to a new place?