Can we, the players, just decide not to quest? Will that raise our threat? I had another player tell us that we don't have to quest at all, and that our threat will just rise by one at the end of the turn. Not sure which is true.
Do I have to Quest?
You can commit no characters to the quest but will have to raise your threat by the total threat in the staging area after staging takes place. If you could just raise threat by one and not quest that would make the game insanely easy.
I have quested with nobody a few rare times before when there is already enough progress on the stage to win (quests that require an alternative win condition such as a certain enemy being defeated) and you have several enemies engaged with both players, the staging area is empty and you can deal with a minor threat increase. Other than situations like this though, you are pretty much always going to want/need to commit at least a few characters to questing..
Sorry I hope that helped =)
Probably the error your friend was making was that he skipped revealing cards. You are not forced to commit and characters to the quest during the questing phase. But whether you do so or not, you still have to go through the staging step and reveal X cards from the encounter deck (X being the number of players in the game).
Here is my answer to that in a similar post .