If you are a die-hard role-player, you may find the quest markers and fast travel in Skyrim to be overly helpful. Fast travel is the ability the game gives you to instantly travel from one location on the map to another location that you have discovered. Quest markers, or map markers, are icons that show you the location of the next stage of a quest on the in-game map, or the direction of the next stage on your compass. Turning off your quest markers just makes it a little more challenging.
Questing in "Skyrim" can be a lot of fun. I love to explore the relationship between the fictional worlds we create for movies, books, games, etc.