Ehm... A little problem happened in Driftwood and I couldn't talk my way out of it. We basically massacred everyone in the Merchant's square (Including a dog, several random dwarves and every single merchant that decided to join in...). I haven't missed any important quests from the merchants there, right?
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I wouldn't say you lose anything persay, you can always do the other three companions and their stories on your next playthrough.
By making your own character you gain the ability to choose which tags you want. Origins have their own set tags that you can't change.