If you wait to accept quests until the end of playthrough 2 and enter playthrough 2.5 (every enemy is lvl50+), you can get lvl50 versions of quest rewards - this is irrelevant on playthrough 1 (just do any sidequest you want in playthrough 1, they all reset at start of playthrough 2) and a waste of time for anything but a few of the better blue/purple uniques on playthrough 2.5, but there are a few bits of gear that are worth putting off until then.
Otherwise, I don't think there's anything that's MISSABLE missable other than maybe some challenges but those reset for every new character anyways so you can get infinite badass rank regardless of whether or not you maxed, say, the optional objectives challenge on a character. --- Wherever Poppy is, you want to be away from that side of the map - Guardsman Bob
Not really any missables since the each character has two playthroughs and you can make as many characters as you want.
Don't move too fast when characters begin to speak on the echo device. It's very easy to accidently skip dialogue by triggering the next bit.
Other than that, have fun. It's a great game with a funny story. It's more fun with other people, but it seems glitchers/hackers are all over the place, which isn't something you would want when going through the game the first time.
I played as Axton and did every side quest I received before continuing on the main quest. I took my time and had an absolute blast. I didn't want the game to end!
I don't think you can really mess anything up, just pick a character you know you'll have fun with. Check out their skill trees beforehand to see if they fit you and research their ability. Maybe look up videos of the character abilities on YouTube to get an idea of how they work.
Just started. I picked aston, seemed like a class i'd like to play. Really overwhelmed by the guns, i dont know what i should drop and what i should keep. It's fun so far, im still learning everything. --- King dem of Tivoli