This is my first TES game. Well, first RPG for that matter. And I find it hard to understand the map. I try to follow the arrow to the destination, but find it hard to get there.

What are some advice on reading the map and legend?

Thanks in advance.

There is a spell you can buy from the Mage in dragons reach called "clairvoyance" when you use the spell it highlights the route to your next objective. It's very helpful

Actually, I hate to dissapoint, but the map in Skyrim is actually very hard to use. There are too many clouds in the way, and its really useless for seeing where roads and some key landmarks are. Quite frankly, if you want to go somewhere, the best thing to do is to put a marker on your map of where you think it is and follow that on your compass. Hopefully this will be fixed in a patch or a mod.

The map should mainly be just used as guide to see on which side of the world you are own. TES is all about the exploration,the problem with following arrows is that they point straight to the object, not along the path. If you find is hard to navigate buy the "Clairvoyance" spell, its only like 150 gold or so. Just equip it on one hand and using it will draw a path on the ground to your Active Quest/Objective. Also there is the local map if you missed it, open the world map and press L (on pc, not sure on console).