From Wikipedia:
The game places you as a non-choosable main character. Goofy left the golden key for the castle gate inside, and Mickey Mouse asks your help to find six silver keys needed to open the Cinderella Castle gate and allow the Disney parade to begin. The player must complete five different stages, modeled after rides in Disney theme parks, as well as a trivia quest in order to retrieve the keys. Following this, Mickey congratulates the player and the parade begins.
Although the cover art and title suggest that the game is intended to depict the Magic Kingdom in Walt Disney World, the location of attractions within the in-game overworld map suggests a layout more akin to Disneyland in Anaheim, California.
Source: Wikipedia, "http://en.wikipedia.org/wiki/Adventures_in_the_Magic_Kingdom Adventures in the Magic Kindom," available under the CC-BY-SA License.