Baldur's Gate 3 is all about meeting new people. You'll walk into a room and come out the king of a newly discovered race of fish people, or you'll talk to a seemingly extremely nice child and discover that she's actually a changeling murderer. Part of meeting new people also means recruiting them to help out with your cause, and there are a fair few companions in Baldur's Gate 3, also with their own personal goals and quests.
All Companion Quests In Baldur's Gate 3
The companion quests are as follows:
Shadowheart: Daughter of Darkness
Astarion: The Pale Elf
Gale: The Wizard of Waterdeep
Wyll: The Blade of Frontiers
Lae'Zel: The Githyanki Warrior
Karlach: Our Fiery Friend
Jaheira: The High Harper
Some of these quests are split into multiple parts and will tie into the main story (a key example is Shadowheart's quest, a quest that will absolutely cross over with what you're doing in the main story), and some of them you just have to seek out on your own time. It's very much worth hunting out these quests whenever they come up since all of them will give more depth to characters that you've fallen in love with over the course of the game. In addition, a lot of them can change the ending of the game, so if you want the best possible ending you NEED to do all of these.
Don't worry if you feel like you're not progressing fast enough. You'll be completing these throughout the length of the entire game, across all three acts, and as such won't be able to rush your way through them. Take your time, get to know these characters, and get yourself invested in them.