Not everyone knows all these things... im sorry to say that i did also not know this and have been "hoofing it" since i got the game....:o
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I walk to most location first there after fast travel to them. On my way to Solitude and even though the abandoned shack the Dark Brotherhood took me to is closer than Whiterun but since I didn't get there myself I decided to walk to Solitude to find all the bits in between.
Getting lost in a Bethesda game is like breathing, it happens naturally.
Also getting distracted and developing (A.D.D. - Attention Deficit Disorder) is also a natural occurrence. I have a quest to go kill a dragon who's been terroris... Oooh! A cave!
Guess how i killed my first troll?,Went as redguard and used adrenalin rush.attack with sword>shield bash>attack with sword>shield bash>and so on and so on.
I fough my second dragon on my way to retrieve the horn for the greybeards,kept hiding behind a piece of tree until he comes close enough then i fill him with arrows.he went up to his little nest so i went up after him and drank a few cold resist potions then wasted him.after that a frost troll came allong so i cast mass paralyze and beat the crap out of him until he slowly stood up,after that i used fire breath which i just got after killing the dragon and killed him.