Stormblood actually helps with that - it now shows in the corner of the screen what the next main quest you should do is. So if you ever feel overwhelmed, just do that.
However, here's how the progression flow really works - once the main story quests take you out of your starting town, it generally has you go to a new village-like region, which acts as your home base for a bit. So go there and collect all the side quests offered in that little region, go out and do them, then return to the village to turn them in. More quests may show up, collect them again and go do them again. Repeat until you only have the main story quest leading you out of that village, and it takes you to the next one. It's a "bread crumb" mechanic, leading you from place to place as you get to know the world.
That's basically how it works, if you follow that pattern you shouldn't get overwhelmed. Of course there are a lot of optional things you can do, such as FATES, leveling a crafting or gathering job, side quest lines or whatever, but don't feel pressured to do those if you don't want to, you only really need to follow the story from region to region as it has you explore the world.