If you have ever read The Lord of the Rings it should not surprise you to learn that the Epic quest series in LotRO is broken down by Volume, Book and Chapter. Your involvement in the story roughly parallels the progression of the Fellowship on their adventures from The Shire to Mordor, and then beyond.
This quest series corresponds to the first Volume of The Red Book of Westmarch, a.k.a. The Fellowship of the Ring.