This has happened to me multiple times, I get a notification for a quest saying the Tempest wants to play with me, I click on it and he wants me to bring him an item. So I open up a new tab(keeping the quest open)since Im not sure how to get back to him if I close the page. I buy the item he wants in 2 seconds and when I try to give it to him he always says I was too slow...am I missing something? What am I doing wrong?

It's not a quest! It's a random event where if you visit her, she gives you that item (you don't have to buy it and give it to her)!

thank you for clarifying! I wasn't paying attention , I just assumed it was a quest. :)