I'm so hooked on the story. Do I make the game more difficult by focusing on the main story first?

As per the title, I will definitely do all the side content later since they look really fun (especially building the roads and the network), but the main story mission hooked me so much. I want to keep playing through the story missions, but I am worried that I am making it much harder on myself later on by missing out on stronger equipment from the side content.

To those who have beaten the game, do you see any issue with playing the game this way i.e. focusing on the main story from start to finish? Will I have trouble beating the later parts of the story by just focusing on the main missions and only doing side quests when it's extremely convenient?