These are sidequests that can be started after talking to the right NPC. While optional, consider doing these first since the rewards and resources you’ll obtain for completing them is essential the father and son’s perilous journey. You can review them anytime by accessing your Goals tab and switching to the Favors icon. If a Favor can be tracked, it will visible in the map and through the witch compass as a distinct blue icon. You can only track one favor at a time though the other favor’s icon will remain visible on the map. (More details on the individual favors in the dedicated section of the guide.)