The Quest Stickies section of your UI lists the objectives you need to complete for up to 5 of the quests that you are currently tracking.
To track a quest:
Press "L" or click the "Quest Log" (exclamation point) icon in your on-screen panel-button section.
Click the circle at the right of any quest in your Quest Log (you may only track up to 5 quests at a time).
To stop tracking a quest, click to unmark the circle to the right of any quest you are currently tracking.