In the upper right corner or pressing (T), you will have access to the missions where you have the requirements and rewards. By your choice, you can accept or decline. By pressing "Go Now", you will be automatically guided to the mission's destination.

Quests will help you get zen, xp and some equipment. As you can see, when interacting with her you have options. The first grants you a damage and defense increase bonus. In the second option, you will have access to missions.

It is not mandatory, but it is essential to do the missions at the beginning of the game