The ones that aren't timed (don't have the hourglass icons) are worth picking up because they're all just like "kill 20 Athenians", "sink 5 ships", basically shit you're already doing, so you just swing by, pick them up, and keep playing like you already were and randomly one will pop and you'll get fat XP for doing what you were doing already anyway, but that's only if you want the extra XP, it's totally unnecessary