Yes, these big open world games always feel overwhelming when I start to play them. I then remind myself to take a step back and treat each side mission as a separate game. Embrace when an NPC all of a sudden gives me a new quest, and just keep it on the back burner until I'm done with the current quest. Engage yourself in the story for each quest.
Modern games do a great job of organizing your quests.
Edit I would also like to add that owning a Steam Deck also helps a lot with playing big open world games. It's great to quickly pick it up and get a side quest completed or level up my characters.
Already bought Star Wars Squadron's, Bionic Commando Rearmed and CRUMB.