Sometimes i find a well placed quest marker would not only have solved my problems, it would also have helped immersion. In various RPGs I often found myself searching for a guy or his house in a city where everyone could have told me the exact location, yet not a single character had the appropriate dialogue option. Clearly adding dialogue options for every location/quest to random characters would be a huge amount of work, and wouldn't really add much to the game (compared to the work needed), so i'd say for quest where the point is not finding the place (such as most city quests) a quest marker is ok , with a toggle option for harcore gamers.