Yeah, the quests lead you onto other people. You don't technically need to do them all, just need to be the right level to do the main storyline quests, and so I find that doing quests is more fun than grinding, for example, on troggs.
Nah, you can skip quests, or leave really whenever you want, but I wouldn't advise to do so. Generally quests will keep leading you to the next zone and the next zone etc. all the way to 85.