I am new in the world of Eldritch Horror and have only played a couple of games in the last few weeks, but I very much like the game and have now ordered all the expansions online.

I already know that the sideboards from the big expansions only come into play with certain ancient ones, but what about all the new encounter/asset/mythos cards? Do I shuffle them all together, or is it better to keep expansions separated?

Each expansion's rulebook will tell you what should be kept separate and what can be mixed in. Generally speaking, the encounter cards that affect the main game board, assets, artifacts, spells,monster tokens, can all be mixed together.

BTW I've had the base game for a couple of months now and just got the Mountains of Madness expansion. Looking forward to playing it with friends after work!

I already know that the sideboards from the big expansions only come into play with certain ancient ones, but what about all the new encounter/asset/mythos cards? Do I shuffle them all together, or is it better to keep expansions separated?

I advise you to do just us the rules insert says:

"When playing with the Forsaken Lore expansion, add all expansion components to their respective decks or pools of Eldritch Horror components."

Eldritch Horror is designed so that you don't need to separate the decks that are used in every game.