Please please please don't take this the wrong way, as you're not the first person I've seen state something like this, but if you had trouble figuring out how to advance through the early parts of the games concerning the main quest, then I would probably advise against Skyrim. Almost all TES games are like that, Oblivion was a bit easier on you with the Green Arrow of easy button pointing you exactly to your goal all the time, but even then it was easy for players unfamiliar to the franchise to get lost in the huge open World. It just means that you are likely not meant for Open World Sandbox style games.
Some players can easily adapt to that kind of game and have little difficulty figuring out how to not get lost(or, they actually ENJOY getting lost in the world. I fall into both categories myself. I can figure out where to go, but I often prefer to wander aimlessly for dozens of hours at a time, getting lost in the intricate details of the world, enjoying the massive amount of lore that is at your fingertips), while other players struggle with the total freedom and massive amount of area to explore, and it's just not enjoyable for them.