Unlike many games, your actions when dealing with quests in Depths of Peril matter a lot. Technically, all of the quests are optional. You don't have to solve any of them to further the game, but almost all of them have some kind of consequence if you don't - sometimes minor and sometimes pretty major. There are many more in the game than the few I talk about here. You can fail quests. Unlike many games, when you get a quest to rescue someone, the NPC can actually die, so you really do have to rescue them, not just show up. Some quests have consequences if you take too long. For example, if a thief is in town stealing from the vendors, she doesn't wait around for you to deal with her. The longer it takes you to do something about it, the more items she'll steal from the town vendors, eventually fleeing town with all of her loot.