Something not mentioned here: as you'd know each class has its own story that's not tied to the main story, however during those class stories you'll run into people that you'll also encounter in the main story, and if you've done those class quests beforehand, when you meet these characters again in the main story they'll actually recognize you. Something I found to be quite interesting
It's nothing major but it's little things in dialogue like instead of "hey go do this but it might be dangerous" it's "a scholar of your level should have no problem with this"