Tick anything you already have, in any order. Quests unlock once this is done.
Transmitting without one is illegal everywhere. The entry exam is a weekend of study, often taught free by a local club who will lend you a radio afterwards.
Find a radio club and exam2 things left above. Quests are real things you go and do, so they only make sense once you have what you need.
First one waiting: Pass the foundation licence exam