OK. I'm supposed to go to Fang Lair, but there's no full world map for me to tell where I am, and every place looks the same. I don't even know what city I'm in. What do I do?

press shift + M to open the world map, then click where you want to go.

You can also right click on the map icon.

Once the world map comes up, you can select which province you want to go to.
Once that map comes up, you can hover your mouse over each location to get the name, then just click on where you want to go and select the horse button at the bottom(the middle button, IIRC)

Thank you.