Sounds like you're new to the whole MMORPG scene too. Welcome to the game and the genre. Try not to take the chat too personally.

As Anima said, quests are shown by yellow and black circles with 'Q' in them. A similar set of symbols, but with tendrils radiating out like a sun/fire are called main story quests. Generally, you will want to do the main story quests as soon as possible. Those will unlock features of the game such as leves and dungeons for you. Feel free to do as many of the sidequests as you like, although I would recommend you at least do your class quest (i.e. from the gladiator guild) when you can. They give equipment and additional abilities to use in combat.