No, not to the main story, but they can add playtime, give extra exp etc, I used to do a lot of side quests to be a high leveled, I got power nova before dragons pyre, I don't do them anymore simply because I am overleveled, I didn't do winter tusk and finished celestial and I'm level 62, but story wise, they don't mean anything, but if you want extra experiance or money, be my guest, some side quests foreshadow though, and some even give spells or items, like this one side quest in winter tusk, it gives a beast pet, and btw, sorry for ranting on, I hope my awnser helped you
