I was wondering today about this. If a card says to add a travel token to the active location, and there isn't any location that I had traveled before, what happens? This token goes to the quest instead? Is it lost?

It works like this. If something would throw a token on the quest, it is blocked by any active location and it would be placed on the location instead.

However, if something would place a progress token on a location and there is no location it does not go to the quest, it would just be lost.

Well that stinks. Looks like I was playing that wrong.