It starts off seeming like the story is going to be all over the place, but eventually all loose ends are met and it works out just fine. It might seem daunting, following two separate accounts of the story simultaneously, but in reality, it's not a challenge to follow along at all. Even if you take some time away from playing the main story, there are recaps at the end of every other chapter to keep you in the loop.
Haven't done all of the side stories myself yet, but so far I've been enjoying them a lot. They can be incredibly silly and fun, and its a well needed contrast given the main storyline's darker nature.
I almost never cry over video games, but this game made me sob nearly three times... so if that doesn't tell you it's a good game I don't know what will.