Just to add a little more:
1. The quest text usually give you some background. There is no "objective" marker like most other games (not on the minimap at least).
A useful page with lots of interesting information can be found here (courtesy of Ivra):
http://forum.1cpublishing.eu/showthread.php?t=37246
From reading the other threads, some objectives are "event-sensitive", i.e. after a certain major game event has happened, you can no longer complete it (conversely, some can only be completed after certain events trigger). As well, different routes for certain subquests trigger based on the options you choose.
2. Leadership points determine how many of each unit you can have. Each unit has a leadership rating (weaker ones are typically LOWER, stronger ones HIGHER), so you can have a stack of MANY low level units, or a FEW high level units.
To increase leadership to have a bigger unit stack : Level up, pick up flags, equip artifacts, valkyrie, mind tree talent
To get other, different units : Travel around the map, different places sell different units (randomly generated). Check back (especially castles) after major questlines are completed.
Hope that helps!