You've probably gotten used to having some kind of "substory finder" in previous Yakuza games. Yakuza 6 has no such thing, and many of the substories in the game have no visible indication on the map.
Here are a few that are easily missed:
Chapter 1:
- There are five substories, one for each hostess at Club Shine. You must reach Diamond rank with each girl, after which a substory will start. For fun, start all five of these substories, then complete them at the same time, so you can marvel at how Kiryu can still reel 'em in at his old age in precisely the same fashion. What a guy.
Chapter 4:
- There are six substories related to baseball. You will have to go a long ways into the baseball minigame to get all of these.
- There are three substories related to spearfishing. The first substory is triggered by going to the end of the docks during the daytime and looking at fish piled up on the dock.
Chapter 5:
There are six substories at Snack New Gaudi, one for each patron. You have to complete them in order. The sixth story can be difficult to trigger. After completing the fifth story, there should be a girl standing outside Yonetoku (the restaurant), handing out stationery. People have found that she doesn't always appear and the precise trigger is unknown, though it is most likely that you need to go to the bar during the day time, then walk immediately to Yonetoku.
Chapter 6:
- Complete three Home Run Courses at the Batting Center
- Complete three Challenge Run Courses at the Batting Center
- At night, go to the north end of Theater Ave, walk across Nakamichi Street, and stand in front of a place called "Beauty Relax Salon"
- Play Easy darts at Bantam
- ... then play Medium and Hard darts at SEGA Theater Square, then go back to Bantam
Chapter 7:
- Walk down Suppon Street. I wouldn't mention this, but this street has no purpose in Yakuza 6, so you could very well miss this one because nothing else in the game takes you down that path.