I hate doing this (not really), but again I have to reference Xenoblade Chronicles.

In this game, there are sidequests given by generic NPCs that are your standard (go kill X monster(s), collect X thing(s). Once you fulfill the objectives, the quest automatically completes.

Then there are sidequests given by named NPCs. These are the quests that have a little story to them, and on occasion are more than your typical run-and-fetch fare. These require you to return to the quest-giver, and sometimes they'll want you to do something else before the quest is completed.

This is the way to do it. This way, you don't have to think of some kind of backstory for the "traditional" MMORPG quests, and you still leave yourself with the ability to design more complex quests with good stories and unique objectives.