Dusk Diver 2

Story-related and cannot be missed.

You'll get this one automatically as part of the story in Chapter 2. See Youshanding's Jack of All Trades  for more about Side Quests.

What's important to know is that some side quests are missable; some have a time limit, where you can no longer complete them past a certain point in terms of game/story progression and thus fail them. Because you have to complete all side quests, not just a certain number of them, that means you'd have to start a brand new playthrough and complete all of them all over again. Because of that, it's highly recommended that you always attempt to do the side quests as soon as you get them, or as soon as you possibly can to prevent missing any.