Paladin2000, Check your journal for the locations and or clues. Also keep a close eye on your local/world map. This will keep you from back-tracking to much and often times the pieces of the puzzle are right there just waiting to for you to pick up on them. Don't forget to ask questions about specific places, people, and the dutys you are assigned.
Sorry if this isn't the answer your looking for but how does that saying go- give a man a fish, he will eat for a day-teach a man to fish, he will never go hungry.
Good luck!