There are tons of side-quests in these games, probably more than 100 in each one, and in the first Avernum (as in not the 2011 Escape from the Pit, but the 2001 version) lacks the "quest journal," where once someone mentions a quest for you, the game automatically makes a journal summarizing it. I think that game has an option, which I know was in the Exile games, at least by the 3rd one, where you can save text from a conversation. But the game leaves you to keep track of what you're supposed to be doing. In the later games there's an automated log.
If you want an example of something from Exile and Avernum up through Blades of Avernum that I hate that they got rid of in the later games: in some areas it is dark and you can only see what is right next to you, unless you use "light" spells or consumable objects like candles. It really sucks that they got rid of this aspect of the game. It didn't "make things too hard," and some of the dungeons aren't as menacing without it.
A thing they changed that I had mixed, but ultimately positive feelings about, is the way secret passages work. I don't know how it works in the first three Avernum games, but in Exile you found secret passages by walking into the wall. In the later games you find them either by clicking a visible switch, or just by walking near the wall. On the one hand, sometimes it feels a little lame to "discover" a secret passage just by walking by it, but man was it tedious to have to walk into every wall in the old games. There was a spell that gave you a map of the nearby areas by consuming a crystal you had to buy. You could always save, use the crystal, and then revert to your save after you saw what was around, but if you're going to cheat like that every time then maybe that mechanic should have worked differently.