I always go on a side quest binge in open world games, too - it's great way of getting into the flow of the mechanics and the structure of the game. But I also learned to make it a point to stop doing them while they're still enjoyable. This is because I found doing too many would mean I would then become sick of the game world, and would then feel very impatient with the rest of the game, wanting it to be over asap, which would mean rushing through dialogue, not bothering reading/listening to everyone or thing, etc, etc. So I prefer to mix up the side and main missions.
There's an absolutely cracking bit of animation work in one of the side missions in HZD. It's part of a big game hunt type storyline. (You start doing missions for a lodge or club or something.) It's so good but you may miss it if you blink
So keep your eyes peeled when you near the climax of that storyline!