The game has a series of quests that may - or may not - have to be done in order to advance past certain levels and ultimately reach wizardhood.Each quest is basically a puzzle or challenge that you must work through to solve. For example, if there were a quest to "Find Little Bo Peep's Sheep", you would have to look around in the game for a place that might have sheep in it. A farm yard or a barn might be a good building to start.
In Frontier, quests should be done on one's own. Asking for direct answers to parts of a quest is seriously frowned upon and a few players in the past have been banished from the game for doing just this. If a quest is some- what difficult, working with a friend or asking someone else for a hint or some small bit of guidance is fine, however. For example, if you had finished the "Little Bo Peep" quest, and another player asked you where to find a sheep, simply suggesting to look for a barn or a field (sometimes saying both is good :) is helpful, yet not too direct (especially, if the barn had 20 rooms and the sheep was hiding under some hay! :)
When in doubt, it is best to say "Sorry, I don't know". It prevents you from giving too much information, and no one can be blamed for cheating. You can find which quests need to be done by visiting the Adventurer's Guild. Note that quests do not need to be solved in numerical order.