Sub-stories are optional quests that appear as exclamation marks on your mini-map. They range from humorous encounters to serious dilemmas, often shedding light on the lives of Kamurocho's residents. Each character has their own set of sub-stories, and some are only available during specific chapters or after certain main story events.
To initiate a sub-story, simply approach the marked individual or location. Rewards typically include experience points, money, and sometimes unique items or access to new mini-games. Completing all sub-stories for a character often unlocks a special ability or a powerful item. It's highly recommended to tackle these as you progress through the main story, as some can become unavailable later on. Always check your map for new markers after completing main objectives.