I have been playing it as you activate them as soon as you receive them, with the first one you get activating at the beginning of your first turn. Is this right, or should they be activated at some other time? (this matters for cards which require you to roll a die and be transported, for instance.)
"When does a Quest begin?: A Quest begins at the start of the next turn after you receive your Quest card, either at the beginning of the game or when you have completed an earlier Quest. A couple of Quests move you to another space when they begin; you should do this at the start of your next turn (or at the start of your first turn if it is your first Quest)."