I'm tired of having to wait around for NPCs to appear so I can talk to them, can I break into their houses and force them to talk?
Well, no, but you can change the time of day and meet with them whenever you want. In the second menu from the right, you can select the clock and pick an hour.
I'm also tired of having to run alllll the way back through dungeons and huge areas to Colony 9. When do I get the airship?
No airship travel unfortunately, but you can warp to any previously visited landmark instantly. By pressing the minus button you can select a landmark from the current area, and by selecting the full map from the menu, you can go to any landmark you've found from any area you've visited.
What do you get for doing all the side quests? Because they never seem to end!
There's an achievement for that. But the reward you may not want is that you'll end up overleveled if you do them all as soon as possible. Unless you want to be able to breeze through all the enemies in the game, including most bosses, you're best off just taking on quests as you come across them rather than seeking them out.
On the other hand, if you're ever feeling underleveled doing quests in the most recent areas you've visted is a great way to level up, much faster and often easier than grinding by battling enemies.
No! I'm a completionist! I have to do every single quest!
Well, good luck then! There are nearly 500 side quests, and some of them are exclusive to one another and are only available depending on the outcome you choose during another quest.
Oh my god! Some quests have time limits? How do I know how long I have to complete them? Will I be able to start it again if time runs out? Now I'm all stressed out!
There are only a few points where timed side quests end or areas end up off limits (points of no return, basically). Each time one is coming up, you'll be greeted with a question asking if you're sure you want to continue, or if you want to travel to a new area. In most cases when these pop up, it's a good idea to take care of any unfinished business like timed side quests. If you miss out on a timed quest, there is no way to go back and do it until you start a new game.