I thought it would be a good idea for the community to help each other with this issue.
Tips that I've used to help me stay on track:
Always, accept your next primary quest when a mission dumps you off in a town or in front of some NPCs in the middle of nowhere. If you were dumped off in the next town, you might have to look at 2 or 3 NPCs quests to find which one is the primary. If you were dumped off in an explorable area, it's critical to be sure you have your next primary before logging off. These are easily lost and difficult to pick up again.
If you just finished a primary quest, accept your next primary quest (usually from the same NPC) before logging off for the night. This is especially critical if you accepted a quest reward in an explorable area. Usually, the reward giver gives you the next quest or the next quest is standing nearby to the reward giver. This is how many people have lost their Margrid the Sly quest chain.
If you finished a primary quest and you are now in a cooperative mission town, check the co-op NPC to be sure that you can start the mission. This helps ensure that you've done what you needed to do to "qualify" for that mission. Then it's safe to log off after that.
Due to the way NF's storyline splits and branches, it's more difficult to pick the thread back up if you lose it. NPCs (especially in explorable areas) may not remain in the same location. This makes finding them again a real pain in the arse. Save yourself a big headache and try to keep a primary quest active or leave your character in the mission town that you last reached.
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Then I'll edit this.