Are you referring to an addon that you have that tracks which quests you've done or something like that? If so, the reason that data may be lost is that it's saved in a character-specific variables file which is in the World of Warcraft\WTF\Account\<ACCOUNT>\<Realm>\<Character> folder, where <Realm> is the realm the character used to be on instead of where it is now and <Character> is the name of the character as it existed on that realm (which you might have changed for the new realm).
You could try copying the contents of the old realm and character folder to the World of Warcraft\WTF\Account\<ACCOUNT>\<New Realm>\<New Character Name> folder, which basically transfers all your addons' character-specific variables for that character from the old realm to the new one.
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