Adventure is a spell type, a subtype seen exclusively on instants and sorceries attached to creature cards in Throne of Eldraine.
Casting the Adventure half of a card represents sending the creature on an adventure before putting it onto the battlefield. When the adventure resolves, the card is exiled. When exiled as part of the resolution, the creature may be cast from exile.
Adventure spells only exist on the stack. In all other zones, the characteristics of an adventure are ignored; only the characteristics of the creature card apply.