In an adventure, one or more people set out on a quest. The path they take is seldom smooth and various chapters of the story may act as mini-adventures in their own right.
Adventures have more structure than pure thrillers, in which excitement is the key ingredient. They are romantic in the literary sense rather than the boy-meets-girl sense, although interpersonal romance of course is not precluded.
Adventures can happen to ordinary people going about their daily business. They may also be sought by 'professional adventurers' who have the wherewithal to mount expeditions to find foreign treasure or seek other goals in exotic lands.
Adventure stories can encompass other story types, including escape, rescue, thriller, romance and more. Perhaps more than any other genre, though, the adventure embraces traditional plot elements, such as a journey, gaining symbolic artefacts and defeating an archetypal villain in pursuit of a defined mission.