This game will have certain quests, just like many other games out there do. However, you do not have a list of them, and instead you will have a progress bar which gives you quests as you finish them.

The progress bar on the top right side of the screen will show you your current progress in the area in which you are at the moment. There will be a lot of tasks, and they will each give you a certain % added to that progress bar when you complete them.

By reaching the milestones within that progress bar you will receive chests which contain useful loot, such as infinite lives for a while (thirty minutes, one hour and such), Coins and even boosts which will help you out in dire situations!

So I suggest that you try to complete the objectives which appear because you'll definitely benefit from the chests.