Am I expected to always do all the opportunities I have available?

Hi, just started playing recently. One of my characters got [the Blinking Game](https://wildermyth.com/wiki/The_Blinking_Game) opportunity pop up. One of the options was to refuse it because it was an obvious trap, and I picked that one.

Except this doesn't *refuse* the opportunity, it just sets it aside. I can still do it anytime I want. In fact, I moved on to the next chapter and the opportunity is still available to start whenever I want.

I've played enough videogames to recognize what this means: there's no downside to doing an opportunity, other than travel time and having to fight a battle, so you should always do it. Meaning, no opportunity has bad outcomes that just gimp your character if you chose a wrong option. Is this correct? Should I do all opportunities as soon as possible, even if it's an obvious trap?