There are plenty of excercises in the book so I wonder if there are any which are particularly important, and in general if it is recommended to do all of the excercises or if only doing a subset is fine.
no, we have no guideline / recommendation for the exercises in the book. Feel free to chose them by yourself and maybe even do all of them, if you want.
There are, however, additional exercises you can do at home and whose solutions will be discussed in parts in the Tutorials:
https://kurser.math.su.se/pluginfile.php/235547/mod_resource/content/2/DA4006_practice_ex.pdf
this file will be updated from time to time.