Adventures to Go! is a dungeon-crawling role-playing game. The main character, by the name of Finn Courtland, must lead his diverse band of adventurers on a quest to save the world. The game dungeons are randomized, so you never play the same one twice. You may spend coins to set up the random dungeons to your liking later in the game. A diverse variety of spells, monsters and abilities exist for you to conquer or use. No voice-acting exists in the game, due to it being released early in the PSP's lifespan.

Combat is turn-based. You take turns with the enemy party on the map, using your skills and abilities to defeat the foes.