When you first start out, there are some training missions to get you familiar with the controls and game mechanics, as well as get your character started off on gaining some experience. There seem to be three distinct types of interactivity in
D&D Online: Stormreach - MMORPG elements when traveling about the city of Stormreach or elsewhere, individual missions (reserved for the easier and training missions) and small party interaction. The lion's share of the adventures are intended for this small-sized party dynamic, where the party is made up of players playing online from their own locations.
This balance of massively multiplayer aspects and small group aspects allows for coherent storytelling that takes place in a much larger world that surrounds the story.