I wasn't all that far into Dragon Age: The Veilguard when I realised I'd been locked out of a sidequest unexpectedly. It was after the first significant event in the game where you, of course, have to make a big decision that has some longer-lasting repercussions.
But if you're not paying attention to your quest log, you might not notice that some quests disappear into the completed section with a little entry above them saying something along the lines of «You can no longer complete this because this event has happened».
This occurs throughout the game, and in-particular, affects faction and companion quests—essentially the two most important quest types for if you want to gain allies, faction reputation, or even romance a specific character in the game.
One to look out for in-particular is Taash. Since she's one of the last companions you recruit, you won't actually have all that long to complete some of her companion quests, namely Fire On the Sands and A Little Dragon Hatches, before moving the main story along.
Missing out on those might adversely affect your chances at romancing her if you miss them. Davrin's first companion quest can also disappear if you don't get it done.