Is it possible to miss any missions in this game? (new to RDR2)

I'm new to this amazing game and have about 12 hours in at the moment and have to go free Micah (I don't fucking want to) yet I heard from one of the female camp members about robbing some train full of rich people?

Did I miss an opportunity of some kind or what? I saved Sean and unsure what to do. I really don't want to save Micah.

Sorry if this is a weird post, I'm afraid to progress too far and miss anything.