Tasks are mini-quests. Unlike quests, they are timed, so that if you don't complete a task in the allotted time, the task will disappear. Tasks also disappear if you die while the task timer is still active. You get tasks by saying (or whispering) "task" to a guard or sentry. You will be given a task - generally to go kill some monster - and when you return with the task completed, you'll be rewarded with a hefty amount of experience and some money. Many players complete most of their early levels by doing tasks. You cannot do tasks after level 20, and for each level, you will be limited to a certain number tasks. So you'll have to do some fighting, but tasks are a fast way to get experience (xp).