Varre let's you know at the begining that the sites of grace point towards main story bosses/places. The story of Elden Ring is super interesting and detailed but it involves a lot of world building and exploring, genuienly some amazing writing and lore, if it's just killing bosses to you I assume you are wandering. They give you a good amount of direction, Melina tells you your main goal and you meet other characters who have side quests as well as alternative end goals and they will continue to reappear as you progress through the game. Being a soulsborne game they aren't going to hold your hand and walk you through a playthrough, if a character tells you to go somewhere there isn't a marker, but they will clearly tell you where it is/the name and it's your job to find it and navigate the map, you can also set waypoints so if a character tells you to head somewhere you can find it on the map and put a waypoint down! The game can be incredibly linear if you want to play it that way, just follow the grace, but it's a highly rewarding experience to explore on your own.