There is no Point of No Return in this game. There are a few places you need to complete a quest ot get out of, but other than that you can keep playing. Even when you finish the main story the game is still open to you.
The only event that can be missed by going to far as I am avare of right now is that if you have completed the Civil War you won't have to do the Season Unending quest, which is an optional quest in the main story.