It seems only main quests have quest note. I guess the only way to track side quest is to write them down?

Yep, unfortunately. Like some side quests in old Fallout games, or "unmarked quests" in the newer Fallout games.

But there aren't too many of them and they're generally quick to do, so I tend to do them straight after I get them (if I'm in the area). Most of the time anyway.

I create a wordpad file and alt-tab out of the game to write down notes and observations. I love it when games allow you to write your own notes within an in-game journal.

There's also no shame in looking up a guide/FAQ to see a list of sidequests, but not how to solve them.