The most important thing to keep track of is the pigeons, it's glitched and can screw you over. Everything else can be done in any order but this requires attention.
If you kill one on a mission/quest and then FAIL that mission, the worst happens - the pigeon stays dead but you do NOT get credited with the kill. This is why it's good advice to avoid killing any until the very end game; I searched all over for two I was missing and then discovered this glitch existed and had to restart.
It's a good idea to make manual saves often if you do go about killing them (by accident or deliberately) to save having to start a new save file if you fail a mission and the auto-save kicks in. It's also worthwhile checking the number remaining stays constant, you may kill one by collateral damage from a rocket launcher for example - just find one, save, then kill and see if you are prompted with a "199 remaining" message.