You can tell what quest is what by looking at the graphic symbols on each side of the quest title. For instance, if you're currently working on a main quest, the symbols on the title's sides would represent the shape of a dragon breathing fire. Or if you're doing a Dark Brotherhood quest, the symbols would represent the side of skull with noticeable glyphs on it. If you look at side quest titles like "In My Time Of Need", "The Forsworn Conspiracy", or even "The Golden Claw", you can see they represent identical symbols. By the time you notice those, or if you decide to visit the side quests page for Skyrim, you'll know.
You probably figured this out already, but I decided to help you in case if you didn't.