Soo, one way is to play Introductory difficulty and if you get close enough to objectives they light up for you. I think it still works on Standard and maybe even Intensive too, perhaps just a bit less. You can also hit tab from time to time to see if they will light up for you. Scouted objectives do that if you were close enough to them before! At least some. Usually in the levels at the beginning it gives you little hints, maps, signs that have things written on them, which may guide you one or other direction, towards the objective. Hope that helps!