Sure! Check out your journal.

The Main Quest has its own section - this being the series of quests you do for the Prophet (that old guy you helped break out of Coldharbor) that focus on getting your soul back from Molag Bal.

Guild quests also have their own section - so you can figure out when and where you need to go when you wanted to a fighter, mage, thief or assassin.

Region Quests are divided by region, and here's where you need to use another section of your journal to differentiate between the main quests and side quests.
The main quest for a region will be marked in your achievements section for your journal under Quests, I believe, or in the section of your quests under Cadwell's Silver or Cadwell's Gold. Looking at the achievements will tell you the major quests you need to accomplish although I'm afraid that the descriptions can sometimes be a bit spoilery.

For a less spoilery method, you can usually focus on a main quest by picking up the first one and just following that quest line, avoiding random questgivers along the way. You can also abandon quests, so if you pick up the one in Glenumbra where you hunt down someone's pig, you can just drop that quest like a hot potato. Usually towns will have about 2-3 quests you can do, which will cause that town to turn white on your map and those quests can sometimes add depth to the storyline, but most are completely skippable if you really want to.

For the DLC, so far they all have a main questline. You can start it from your Help menu under DLC or...
For Orsinium, just listen to Stuga when she comes up to you in the market screeching "Do you know how long I've been looking for you?!"
For Thieves Guild, head to a outlaw's refuge and agree to help Quen out with her planned heist.
For Dark Brotherhood, head to an outlaw's refuge and listen to Amelia Crowe's advice.
For Imperial City, go to the Imperial City and agree to help the Drake of Blades find out what Molag Bal is planning in the city districts.