The quest is actually fairly obvious. There's a big pop up and a voice over that says "I'm going to keep casting spells at you until you cast a spell that I don't know". It also comes quite early in the game, so it's hard to miss.
We'll agree to disagree on that point. It's easily missed with the GUI/quest issues there are right now, and he doesn't make it apparant when it is him casting a spell specifically.
Also the steps in the quest could be more obvious - It's easy to miss a step and get stuck on it for a long time if you're busy elsewhere.
There are far more dangerous things than that in the worlds.
But not usually so soon - Look at the rest of the image. I had barely managed to get two "cheap" (no gear yet) heroes and a few summons. That wolf pack decimated my entire army in three turns.