Fun, fun, fun. I didn't even know about the quest map indicator.. no wonder I've been taking so long to find quest locations.
For the quest with the Gyger, and with Eldric, for instance, I just ran into the woods until I found a road and then followed that to the East coast.
I really got a bit lost in the swamps - the fact that there are two rope bridges confused me a bit there.
I actually played the Don side until you get the "disc" quests, and then decided I'd like to try out the Mages since they get tot do magic, and since you end up working for the Inquisitor anyway.
Well, let me tell you, I found the quests in the monastery on your way to becoming a mage, a lot more fun than I had found the Don's quests in the swamp!
What I did was is I restored a gamesave in Harbour Town, just before doing the last two quests for the Don, and did them for the mages rather. That impressed them, along with the fact that I had helped Belschwur with his soup kitchen.
So Commandant Carlos called me in and gave me a glowing reccommendation that I could use for becoming a mage. Fun, I tell you!

PS: The Eldric quest is quite a blast! Let us know how it went! I'm currently struggling with the next one, (I've got 3 discs by now, I think) but work has been keeping me from playing...