At the beginning of the play, Tom says that this is a "memory play" meaning that he is writing it from his own point of view of how HE remembers it. This is a warning to the reader, and to the audience, that the characters and action are depicted from his perspective and that this is not neccessariy exactly how anything happened.
Memory and adventure are also connected in the sense that each of the the characters relies on his or her own memory to have "adventures" or to relive experiences from the past. The whole play takes place inside the Wingfield apartment so when we hear of Laura walking around instead of going to class, we are hearing her memory of it, not watching her do it and experience it.
The idea of adventure is frowned upon, to the awesome extent that Amanda's husband, Tom and Laura's father, left them to pursue another life. Tom threatens to leave, to live his own life which at his age should be fine, but Amanda continuously guilts him into staying.