You don't have to do it on all 3. I've only done it on my titan and I'm pretty okay.
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But to progress it seems like u do. And I have always got all gear and things done on all my characters.
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I already have my warlock at 290 light and haven't completed the story for him. I completed the story for my hunter but no other side quests. My titan has almost everything complete.
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I hear ya, might do the same thing. Thanks for the advice :)
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Np dude