Quests in this game are the same as Paralogues in Fire Emblem. They offer an extra side chapter that gives you gold, exp, bonus points, special fights, character bio unlocks and the chance to obtain some special units to join your army. If you are stuck on the main story, then simply do the quests. Keep in mind that some quests go away after a certain point in the story and some get unlocked later. It's highly suggested that you do all the quests as they come out as you can become very powerful. It extends the game-play and gives you an overall most satisfying flavor.
Don't ignore the quests!
