Ive seen so many people say this over the years. If you explore thoroughly it probably takes about 200 hours to do almost every quest in the game, main and side. Doing main quests nets you some key skills and unique weapons, primarily dragon shouts, one of which I use through most of the game. Last time I played I basically beelined it to High Hrothgar to get that started, and then alternated between main quests and getting the thieves guild stuff going for vendors to hock all the bullshit I pick up along the way. It is admittedly super easy to get distracted along the way, and you of course should choose whatever is fun to you, but there’s definitely good reason to do that main path for a little while.