(see also HELP NEWBIE QUESTS)
Wandering around the cities, you will sometimes encounter orphans who have lost their parents. You may either choose to save these children, or you may choose to take them somewhere where they will be butchered for their pineal glands.
In Ashtan, in the de Vermiis Orphanage, you will find some candy that you may give to the orphans in order to make them follow you. In Shallam, in the Chrysalis Basilica, you will find, in the Chamber of Celestial Harmony, some votive candles that you may also give to orphans in order to get them to follow you.
Once an orphan is following you, you may either take them to the enrollment centre of the de Vermiis Orphanage and ENROLL <boy/girl>, where they will be slaughtered, or you may take them to the Chamber of Celestial Harmony and do the same thing. In this case, however, the children will be fed and generally taken care of, and will join the choir, where they will wile away their days singing joyfully.
It's rumoured by some that these quests are part of much larger quests, though perhaps these are just the ramblings of drunken sailors.
(see also HELP NEWBIE QUESTS)