In fact, that would be a terrible strategy. You’ll begin the game with a campaign mission, but you absolutely do not have to finish the campaign before taking on quests and activities or exploring the open world. Missions in the campaign tend to be longer, more varied, and more sophisticated than the other mission types, and typically involve achieving not just one objective, but a linked string of objectives.
These are the story missions that tell the tale of Ajay Ghale, Pagan Min, and the Kyrati revolution.
Far Cry 4 features close to two dozen mission types, divided into broad categories.