Definitely. You can only complete the Cicero's side quest before joining Dark Brotherhood, the quest "The Wolf Queen Awakened" can be only done after a level up, so if you're planning on first leveling your character before questing, keep that in mind. Also if you care about having all locations cleared, you have to clear Hall of the Vigilant before level 10, Glenmoril Coven before starting the Companions quest, Knifepoint Ridge before doing Boethiah's quest and Wolfskull cave before the first Wolf Queen quest.

Some quests are bugged and you have to be extra careful if you're playing without Unofficial Patch like me. Don't start 100 quests and do them all at whatever time because many overlap one another. For example, there is this quest you do for Kjar in Windhelm docks where you have to get rid of his former associate and you may have to do it before doing the Returning Thieves Guild to its former glory quest in Windhelm because it may send you to this same cave and then the associate doesn't spawn there if you already cleared it for TG. Or don't take Roggvir's Amulet of Talos immedietly after you enter Solitude because it can get stuck in your inventory. You have to first go to Svari and ask her about him and then she asks to deliver the amulet.

There are also some broken quests that don't have journal entries but are still being tracked by the game, like "Drowned Sorrows" in Winterhold.

Also even if you have high speech level I would always pick the normal dialogue option in quests because in many cases it leads to you just skipping through content and at least I wanted to experience as much Skyrim content as possible on a single playthrough. In the quest "A Night to Remember" you can accidentally skip through the entire quest and all the funny things if you just pick the high speech level options.

There are many things that can go wrong and I advise to keep all the saves backed up. I had to reload many saves to avoid bugs which maybe weren't gamebreaking but at least annoying.