These are the quests that lead you through the story that SSO is based on. By doing the story quests you gain Player Experience, Reputation with the Faction that the NPC who sent you on the quest belongs to as well as Jorvik Shillings. It is always helpful to read what the NPCs are saying as they will give you clues and directions for their quests, some of the characters are also quite entertaining. As you progress through the story new areas to explore will be unlocked.