Just started the game and I want to experience everything ( all side missions) etc on my first play through. Should I just ignore the current objective when you first start the game and go look around for stuff?
The side missions are unlocked after you play through the main mission the first time, they're not connected to the main mission itself. You play them all separately from each other. By all means explore, but you're not missing out on any real side objectives when doing the main stuff.