Are in-game choices important?

[The Anti-Social Mute]

I'm only on the second level and I've already discovered that the game pays close attention to what actions you take. People yell at you for doing things they don't like such as ignoring a hostage situation and going somewhere else and even going into the women's bathroom at HQ. Should I be very careful about how I do things from now on, or is this just a fun little "if you want to be a rebel" thing that has no effect on the story?

[Cataclysmic Meat Wave Jackman]

Certain choices have some pretty significant effects, but most are like you observed just neat details that change dialogue.

The significant choices you will probably notice but part of the genius of this game is the depth to the options and freedom people can find in it.

[Reginald CZ]

Nope. It only changes how NPCs react to you and in fact in first few missions they may ever refuse to give you stuff if they don't like what are you doing. But later it won't matter what you do.
Also I won't spoil where, but in one part of game you were supposed to make an important choice. This would probably be affected by all choices you make now. And this choice was supposed to split game's story into two different branches. But as devs didn't have time and money to finish it all, one of these two branches was cut.

[Vzzdak]

Yes, in-game choices are quite important. Early on in the game, you're given a sense of this by how the Unatco staff respond to how heavy-handed, or even-handed, you are.

And later on, you will be making decisions that affect the lives of notable NPCs.