Yeah it's crazy what they do with questing. The zombie town (Kingsmouth maybe?) is fairly small, but they pack a lot of interesting things in that little area. I've honestly not played a game that utilized space and questing so effectively. WoW does it now I guess, and Storm Legion from Rift (other than being too large) does a similar thing...but they really did nail quest design and flow in this game.
Probably a good thing you can't pick up everything you see or your whole map would just be filled with colored circles everywhere. It's nice that you can mark waypoints for yourself if you come across a quest you want to come back to.