Diablo 4 features numerous side quests which branch off the main quests.
Side quests are usually quite short to complete and can offer some small rewards for the effort.
Side quests are show on the interface with this symbol:
Side Quest Rewards
Because side quests are usually short to complete and there will be numerous available in each zone.
Not all side quests will be available unless certain conditions are met such as completing a prior quest in the chain or perhaps when a Stronghold has been liberated.