To complete the story of GTA 5, you will have to play through mandatory missions or main missions which progress the main story, as well as some optional missions or side missions that provide players with various other activities to do. These missions vary from playing tennis to gunfights with gangs.
“Repossession” mission being completed (via screenshot)
Each main character has a different set of missions as well as missions where they interact with each other. Most of the side missions aren't required to be completed to advance the story, but they help you learn more about the world and also in increasing immersion. On this page, you will find a list of all the main and side missions that can be played in the game.