Role quests are an important part of Final Fantasy XIV, giving you access to new content and skills to teach your character. They will work slightly differently for the Dawntrail expansion, and the way you go about unlocking them makes them easy to miss.
They unlock as you make your way through the expansion; if you’re not careful, you could easily breeze past them. You need to do some work to make your way to the point in this game, and they won’t be mandatory. Instead, you can complete them after you finish the Dawntrail campaign, but you don’t want to wait forever to do them in FFXIV.