Throughout some battles you will experience different bosses, monsters, and often events. Those will offer you numerous choices to select from, generally following this pattern:

One option that will give you some coins, however you will need to battle a monster

One option that will approve you absolutely nothing, however you can just travel through that tile (no monster encounters).

One option that will appear often (kinda like a "special event") and is highlighted in blue. If you have the requirements (for example a mage in your team) and is all based on RNG, this one you can just complete. Essentially you will roll a dice and either be blessed with the reward and entrust complete HP, or battle and have some HP deducted.

It's all as much as you in those events, however if you choose a safe way, then choose the "leave" option. If you require to complete some Achievements (that need you to have X quantities of coins or recover X quantities) then you may wish to choose the encounters, considering that they will guarantee you complete these if done appropriately.