Tick anything you already have, in any order. Quests unlock once this is done.
Ropework is the part that can hurt someone, and every wall teaches it in an evening. You cannot rope climb until a wall has signed you off anyway.
Find a climbing wall2 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: Try a session at a climbing gym