Some of the side quests are located out of town, in specific areas, like The Marooned Mariner in The Ship Graveyard (Act 1) or Deal with the Bandits in The Wester Forest (Act 2). Thereby it's possible to cross the area without spotting these quests, if you don't discover the whole map.
So what are the locations of all the side quests ?
Best Answer
After digging in the Wiki Quest Page's source code, I was able to easily locate the optional quest tag.
Sadly the quests in Act 3 have yet to receive proper documentation on the wiki and I'm not that far in the game to build upon said documentation myself.
So here are the quests that have been flagged as "optional" by the PoE community. It's worth noting that Deal with the Bandits has not been documented as optional, perhaps we have a different definition of side quests. Listed below will be the quests that you don't need to complete in order to move forward in the game in Act 1 & 2.
Act 1:
Mercy Mission
A Dirty Job
The Dweller of the Deep
The Marooned Mariner
Act 2:
Through Sacred Ground
The Great White Beast
Here's hoping this will get you to complete every quests in the game ;)
Additional sources that could yield information in the future (if updated) :
http://www.pathofexile.com/forum/view-thread/12241
http://kris.bachiochi.com/other/poemap/map.html