The play can be connected to several elements of the romance/quest.
The romance/quest originated a long time ago, and often focused on the journey of one knight through a strange/exotic/problematic setting. The character usually has to overcome various obstacles. Which character in the play might be the solitary knight? What problematic setting might he have to navigate on his journey? What obstacles does he have to overcome?
The romance/quest often has as much to do with the knight's inner journey as it does with his actual travels. Does the person you identify above complete any kind of internal/personal journey? Does he/she overcome any demons or undergo a personality change?
The romance/quest often includes something the knight must get/attain (this is usually why he takes his journey). Does your chosen character attempt to "get" anything over the course of the play?