Side quests are a large part of Zelda: Echoes of Wisdom, but you won't be able to really break into them until you've cleared the dungeon in Suthorn. After reaching your first objective that Impa gave you, you can explore most of Hyrule to your heart's content. One quest you'll undoubtedly find is "Up a Wall," and it's the easiest side quest in Echoes of Wisdom. It's most likely the first quest you'll take, and as such, better to complete when you're in the beginning stages of a playthrough.