If you right click on the NPCs, it shows a few options, and you can talk to the NPC by Clicking on 'talk' among those options. Most of the times, the NPC will give you an advice or tell you a story of what goes around that area, however, you will find NPCs with (!) above their head. That means that NPC is in some kind of trouble and needs your help.
Whether to help the NPC or not is your choice to make. But you will be granted with rewards that can not be obtained by regular hunting.

If you have decided to help the NPC, listen to what they have to say and click 'Accept' to receive the quest. Once you accomplish the quest, you must return to that NPC and click on 'finish' button to complete the quest and receive rewards for it.

You can see the list of the quests in progress by pressing J button on your keyboard.
Here, you will find contents of the quest, objectives and rewards from NPC upon the completion of the quest.