I try to disclose to my players when they've left the track. "Okay guys, I have nothing written here. Anything beyond this point is improvised, so if I make a mistake or forget something, lemme know."

I'll break immersion to tell them when they're reading too much into something, or they've completely ignored information that will save them hours of frustration. I want to respect their time and their intelligence, and in return they've been pretty good about keeping sidequests brief. It's been nice, mature, and very easy to take notes.