An adventurous person is one who is willing to take risks when trying out new things. Therefore, an adventurous tale is one which depicts the actions of an adventurous person and the happenings which surround their actions.
Coleridge's poem The Rime of the Ancient Mariner is certainly an adventurous tale.
The ancient mariner takes a risk when he makes the assumption that the albatross (a symbol of good luck for sailors) is not "needed" and he murders it. After murdering the bird, the fog (which has tormented the sailors) lifts. The sailors begin to think that the ancient mariner was correct in killing the bird--the fog lifted after the albatross died.
Unfortunately, the death of the albatross is not good for the sailors. Instead, its death has been linked to the disasters which await the sailors and the remainder of their journey.
Therefore, given that the ancient mariner took a chance and killed the historically understood symbol of good luck and ignored it, the poem does depict a tale of adventure. Not only does the ancient mariner challenge fate, the things which proceed the bird's death make for a chilling and entertaining story--proven by the wedding guest's inability to return to the wedding. The wedding guest is simply too transfixed by the tale of the ancient mariner.
At length did cross an Albatross,
Thorough the fog it came;
As it had been a Christian soul,
We hailed it in God's name.
It ate the food it ne'er had eat,
And round and round it flew.
The ice did split with a thunder-fit;
The helmsman steered us through!
"With my crossbow
I shot the Albatross."
And I had done a hellish thing,
And it would work 'em woe:
For all averred, I had killed the bird
That made the breeze to blow.
Ah wretch! said they, the bird to slay,
That made the breeze to blow!