Translation:I need to do many things.
It always works better when they give you a refined set of words to choose from, but since English is widely spoken in many different countries with many different expressions there are just too many ways you can respond in English. The paucity of choice with Duolingo English answers ensures that you will often get marked wrong when your interpretation of the Chinese may be actually correct.
I had been wondering the same thing too. Another exercise shows 什么事情 translated as "what happened." Google shows 事情 with the following meanings: thing, matter, affair. So it seems 事情 is related to events, where as 东西 is related to objects.
我想买些东西 = I want to buy some things (objects)
我想告诉你一些事情 = I want to tell you some things (events)
This is how I've come to understand it using DL and google.
东西 are literal objects in a non-specific sense. For example, "items in a store", "things in a box", etc. 事 can be interpreted as "matters", "issues", or "business (not work or a company)." Something you have to do that occupies your time and you need to attend to.
You might hear people ask 《有事（儿）吗？》 Literally, it means "What's the matter?"
It's a bit of lazy, ambiguous translation to say that both these words mean "things" in the English language sense.