I'm not sure if you are playing on console or PC but on console, square is my bffl button. One click opens up my map and a second allows me to scroll with the analog to look around the map. Look for MSQ icons that may be at the exits of the particular area which alert you to which zone you need to go to next to find that quest. It is a lot to take in at first but stick with it if you can and before long it will seem second nature.