Indigo is a dungeon talk to the Dream master in Himeng Valley you need to be Level +25.
Vault is the second dungeon it for Level +30 it has 3 bosses, talk to Sutton in Twilight Caverns.
The vault is just storage. Delivery quests are guild quests. Quest items are for quests they won't be needed after the mission if you lose the mission just decline it by clicking quests and the mission then decline. World bosses are the super hard bosses in the world that give a title if you kill them (super hard = a lot of people to kill it most of them dying instantly).
For all the people who did not know.