High level quest huts, before their required tech is researched, show their difficulty in a tooltip when you hover the mouse over them.  They say, for example, "Research Lord Breon's Letters to attempt deadly quests".

After researching the tech, however, you can no longer tell what level of difficulty the quest is.  I raced to research Lord Breon's Letters in order to be able to hire a couple of higher level champions.  Later, my second best army blundered into a deadly quest (The Dragon's Eye) that I'd never seen before , and got massacred. It would have been very helpful to be able to see not only the name of the quest hut but also its difficulty, so that I would have been able to tell that my medium strength army perhaps should not attempt a deadly quest.