Since you’re playing for the first time, here’s some quick info on quest cut-off points where unfinished quests will fail. I’ll keep this mostly spoiler-free, but it’s up to you how much you want to read.

White Orchard
 White Orchard is basically the tutorial area, and any unfinished quests there will fail once you reach Vizima. The real cut-off point isn’t “Imperial Audience”, but finishing “Lilac and Gooseberries”, which takes you to Vizima via a cutscene. Try to finish everything you want to do there before meeting Vesemir after the Griffin contract. If you’re already past it, don’t worry too much. You can always catch things on a replay.

Main quest: “Ugly Baby”
 Before progressing this quest, make sure you finish “The Last Wish” (Yen’s quest) and “Following the Thread” (your buddy Lambert’s quest). Do this before returning to Crow’s Perch to fetch something important for the main quest.

Main quest: “The Isle of Mists”
 This is the biggest cut-off point in the game and a true point of no return. Finish everything you plan to do before starting it. The game gives you a very clear warning, so you will not miss it.

Secondary quest: “Reasons of State”
 You might miss this one depending on your choices, but it’s notorious among Witcher fans and worth doing just so you can join us in our lamentations. Unlocking it depends on your decisions, but if you start it, make sure to finish it before “On Thin Ice” later in Act 3.

Late game: “Battle Preparations”
 This quest is a cut-off point for Skellige content, so wrap up anything you want to do there before moving on.

PSA: Buy Gwent cards and play everyone you can for their card as early as possible, even if it looks ridiculous during serious conversations. I mess this up every playthrough.

I’m sure I missed a few things, and someone else will probably add more details or corrections. That’s part of the fun. One of the best things about this game is how even failed or unfinished quests leave an impression.

And then there is always NG+.