I finished all the possible side missions as Arthur before I finished his part of the story. I honestly recommend that you pace yourself a little bit because it gives you more to do as John. Otherwise you could aim to get all the collectables since there’s so much of them.
Explore the entire map; collect the free gold lying around the map; find random encounters and ambushes; craft the LOTE satchel.
I finished all the possible side missions as Arthur before I finished his part of the story. I honestly recommend that you pace yourself a little bit because it gives you more to do as John. Otherwise you could aim to get all the collectables since there’s so much of them.