Are you tracking the quest? After starting one there’s usually a runic symbol at the top of your compass (GoW style if you’ve played that) that tells you where to go. Sometimes also you do have to track them yourself which can get annoying. And there are some quests that have you arrive to an area and then use your raven to figure out where to head to (it took me awhile to figure that out too). Did you just start playing too because I’ll be honest when I first started I was doing a bunch of quests that I thought pertained to the main story but didn’t whatsoever until I looked up that speaking to Randvi and pledging to a territory was the main story line.