The next mission you receive will be determined at the very moment you complete your current mission, whether you choose to pick up the next mission or not. For example, if your current side mission is "Hide and Seek" (issued by Gunmer), the mission you'll be assigned next will be determined randomly once you've reported back to Gunmer upon killing your target. You won't know what that mission is until you ask "What can I do to help?" but it's already been determined by this point, and if you choose to stop accepting side missions at this point, and the next mission just happens to be "Rescue" (issued by Florentius), you could run into a game-breaking bug.
Because in this scenario, the game has already set things in motion for "Rescue" even though you haven't actually accepted the quest yet. What's worse is that it only sets things partially in motion, meaning the intended victim will think he/she is being held captive even though they can be found in their usual spot.
In my case, Temba Wide-Arm of Ivarstead was under the impression she'd been kidnapped even though she was still inside the Vilemyr Inn where she normally resides. I only noticed this because when I just happened to be visiting the inn and when I brushed past her, she said "Help!" At first I thought the inn just ran out of ale, but no, she seemed to think that she'd been kidnapped. Upon talking to her, she thanked me for "freeing" her. At this point, the "Rescue" quest appeared in my journal and I was now tasked to go kill her captor-- a master vampire supposedly hiding out in Movunskar.
Except he wasn't there. After killing the usual inhabitants, the map marker pointed to an empty throne and the quest couldn't be completed.
Fortunately I had an earlier save from before arriving at Ivarstead. I reloaded it, accepted a new side mission (which was "Rescue") and the quest was properly set up. Tembra was held captive in Movunskar where she was supposed to be, and the master vampire was present.
So anyway, my routine now is to accept the next Dawnguard side mission whether I'd care to do it or not, just to avoid chess pieces from being only partially arranged on the board and causing problems.
