The option to turn off quest markers is superficial. A large percentage (vast majority??) of quests aren't self-contained as far as directions are concerned, making it necessary to use the marker.
Also, your examples from Morrowind are out of place: (1) The Dwemer quest from the Arch Mage was meant to be a pain, as the "Arch Mage" was trying to get rid of you. (Edit: Actually, now that I think about it some more, I remember that there was one obvious way to deal with the "figure out why the Dwemer are gone" quest: just talk to the other person - the one who's been complaining about the Arch Mage. IIRC that'll settle everything.) (2) The mystery around obtaining Goldbrand is fitting with its lore, and Eltonbrand was an easter egg.
That's what I meant about the quest from the Arch-Mage, he gave you a task that was so deliberately vague that if you weren't paying attention at all, you could have missed it. And his character was counting on that, so that he wouldn't have to bother with your character again. But if you were paying attention to Edwinna Albert's questline, you got pointed to a couple clues about how to solve the quest. The mage who was complaining about Trebonius had nothing to do with the Dwarven disappearance quest, she was more about literally removing him from the post because he was a bonehead in the opinion of her and many of her guildmates. Solving the quest itself didn't reward anything, except a huge boost in disposition from every other member of the guild and Trebonius being completely taken by surprise and looking more the fool.
And figuring out Goldbrand was even more vague, because you were given only one clue: "You seek the shrine that is no longer there? An interesting concept. Look to the seas to the West. There lies what was once the shrine. Take a deep breath and begin your search." That's it. There is literally nothing else that will elaborate more on finding it, unless you look on uesp.net. And to figure out how to get Eltonbrand went up a notch, because absolutely nothing mentioned that in the game, and getting it on the unpatched version of Morrowind was even more obscure and easy to mess up before you even knew what you had a chance at.
Not all quests in Morrowind nor Oblivion were explicity "marked" or even given an official journal entry. There were a few quests and hidden secrets to be found that were only able to be found either by paying careful attention to detail and piecing the right details together, or pure dumb luck. I mentioned the Dwarves quest and getting Eltonbrand because those are in the vein of figuring it out completely on your own, with the game only providing little clue and leaving the rest of to the player to figure out.
And you can have a bit of the same experience in Skyrim is what I've been saying, it's just that if you turn off the markers, you really do need to pay more attention to a lot more. The markers and all simplify it. Without the markers, you have to rely almost completely on whatever info the NPC gives you and your character's journal to suss out the details. Many of the NPCs mark the location on your map, did you know that? I'm constantly seeing the "Map updated" line pop up in the upper left corner at the start of a quest, if I haven't already found the location myself.
I'm sorry some of you are not understanding this, but I cannot really simplify it any further without literally holding your hand and walking you through it.
So I suggest that perhaps you might be better off leaving the quest markers turned on.
Because some of you just aren't paying enough attention. It's not like Skyrim was made by somebody else, it was made by Bethesda, and much of it is still the same old saw it's always been, just now with more options to choose from instead of only just limitations to work with.