In wizard city there is a huge amount of quests available. You may be overwhelmed at first by how many but I'd recommend you quickly collect as many as you can. Eventually some of them cross over each other. For example: one quest might say "defeat three trolls" and another quest from someone just down the street may say "defeat trolls and retrieve food". If you collect all the quests you can first you can accomplish some of these at the same time. You will find you can blaze through a bunch very quickly.
If you are new you need to start looking for good friends who are doing the same quest. If you battle with friends and more monsters join you get credit for all of them and collect your quest items more quickly.
Places like Colossus boulevard require your quests to be completed in order to get in. So don't bug people going to and from hoping to port in with them... just finish your quests and eventually Merle Ambrose will give you permission to go there.
Don't be a drive by friend-er! Don't try to friend people while they are going about their business (this only annoys them) and they'll likely take you off their list later anyway. Be polite, ask permission to join a battle, avoid rude people, talk to people and you will find those people who are nice and polite in return will be the friends that stay with you world after world.
Help your friends when you can and don't flee unless your Mom or Dad is telling you to!
Be a good friend.