You don't have to finish all the quests to get more.
As shown on the link provided by Lone Ranger, quests come in groups of around 5 quests. These are available when you reach certain levels. Each group is independent of the other groups, meaning you can ignore one group and do another.
The quests within each group are different, in that you have to do quest 1 to reach quest 2, and you have to do quest 2 to do quest 3, etc