Everyone has their own set of substories to complete. Completing an individuals story gets a reward, but you won’t have truly completed them all until you finish the Amon substory (the very last one), an age-old tradition in the Yakuza games. Do unlock that 78th and final substory you have to beat the other 77. The characters and the number of their substories are below. They will become links to their respective guides later.
I would suggest doing them the moment they appear (either by progressing the story or finishing other substories) so you don’t leave any behind.