Quests are a good way to level up, and especially in the early stages of the game there are some funny stories to quests (later on you will find that some quests are very similar to lower level ones etc, but around lvl 5-6 everything is problably still original
) + they give you some rewards which can come in handy.
If you want to level fast and not bother with quests, you can take it the boring way. Make sure when you quit for the day/moment you are always in an inn so you get rested status (blue xp bar, makes you get double the XP from creepkills) find a place where you can kill creeps over and over again (make sure they aint too strong
) you'll get a lot of loot and xp doing this. (but its fucking boring, mind you!)
Or, but you're too low for this yet, you can play WSG over and over again, and get XP from turning in badges (dunnow if this still works in current versions, I quit this game 2 years ago or summit
maybe longer)
Anyway, my advice would be do what is most fun, if you have ingame friends go do groupquests or something, usually a laugh.