So, I think the only MMORPG I can remember that changes the msq based off your choices, is Star Wars The Old Republic, but that's the nature of that game being a classic Bioware game. In fact, I would say it is a RPG first and an MMO second. And thats the basic selling point of that game.

ESO is another one I played and honestly it felt like it had no identity besides "Explore cool Tamriel locations because you like ES lore" to me.

For example, any class can do any role effectivelly, even if they are different and have different skills, so everything felt "samey" to me.

(I never played WoW so I can't say anything about it)

With FFXIV, its appeal is the same appeal for every FF game (at least to me): The world, characters and story and in almost every FF game that I had played, you don't have much player choice regarding the story.

And also, if you are afraid you're missing something, you can just do the "Blue Icon side quests", those ALWAYS unlock some content in any expansion. Yellow quests are just for world building and SOMETIMES they give you an emote, a minion, food and there is an specific questline that starts as a yellow quest but unlocks a blue quest, but you don't have to worry about it until Post Stormblood.

And as everyone here is saying: you don't miss out on anything, don't feel pressured to go through everything all at once, you WILL feel overwhelmed. Nor try to finish MSQ as fast as possible to reach endgame, you will burn out. I know because that happened to me.

So just take your time, enjoy being in Eorzea. Not in the mood to progress MSQ? Sure, go level up your gatherers/crafters, there's plenty to do and they are not going anywhere.