I am usually going back to find side-quests I missed in the other worlds but it is hard to go all the way around and check if they have an exclimation mark above their head. I think that you should be able to look at the map and see:
-If any character has a quest (a little yellow mark would do) -If anyone is in that area (maybe a little dot or name?)
I do not mind other ideas and disagreements, from Igloogirl3