The point of the game when you’re leveling is to explore content and accrue levels. The choice of whether you’d prefer exploring content or just gaining levels is up to you. But until you get to the endgame, you’re just enjoying stories, checking out the landscape, and gaining levels. That’s the point.
You accrue levels by gaining experience points. The more points you gain, the higher your level climbs; the final level is level 85. How do you get experience points?
Defeating NPC bad guys, often called mobs
Exploring the map of each area
Achieving other objectives, like winning a player-versus-player minigame
What are quests?
Most of the flow in the game will be determined by quests. A friendly NPC with a quest for you will have a golden exclamation mark over its head. Right-click that NPC to see the quest dialogue. Read through the quest to understand what the NPC wants you to do. Accept or decline the quest at the bottom of that dialogue.
Most quests are split up into basic categories. Kill a certain number of mobs, collect a certain number of materials, or do some other basic task. For example, you may need to protect a friendly NPC while it moves through the area.
The quest text is fairly important. It tells you the in-game story of why you’re completing the task. (“Help me, Mr. Adventurer, a rabid wombat ate all my chickens! Kill the wombat so I can grow more chickens!”) Even more critical, the quest text will tell you where to find the particular kind of mob to kill.
You can also find the objective locations on your world map. Hit M to pull it up. On this map, your quests will be labeled with handy numbers. Mousing over the quest title will highlight blue areas on the map; that indicates you can find the objective somewhere in that zone.