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The long answer: In the long run, yes. But you can always do them later. Some are account wide anyway.
There are 2 star talents that give you luck and skill efficiency per completed quest, so for these at least you will want to have them on as many completed as possible.
Personally I'm just doing some here and there when I'm bored or something. In theory I would use every character one after another to do quests in sequence (do the same quests but on different characters, rather than do all quests with one character and then the next) buuut...so far I have not found the patience for that.
That strategy still makes sense for quests like Yondergreen, that way you would only waste minimal resources/time figuring stuff out. But since you just started out, I would advise you to do all on one character, and for the others what you can "afford" in terms of resources or time that you may need to spend on the quests instead of farming/grinding. A lot of quests may not be worth the time for the rewards, you will go back to every screen at some point anyway, (there are a lot of things that require a lot of kills).
There are many more details but that's rather extra mile micromanagement etc.
For example, later you will get a bonus that increases damage for every item that has a 10+ million stack in your stash (max stack 1050 million, you can have several stacks but only one will count for this). A lot of quest items only drop for characters who have that quests, when you start out you will not get many, farming 10 million would make no sense, but later you will get many many more so it's quicker. And for that it would make sense *not* to do a quest for as many characters as possible so all can farm the items to get the stacks full quicker. At most, I would say skip most quests on one character. But you'll figure stuff out by then I'm sure.
ahh thanks bro