When I fast travel my character sometimes has arrows stuck into him/her...why ?
Does the character actually travel a path to the selected location while the game loads or something ?

I would guess so..

Are you sure that you simply hadn't been hit by some arrows prior to travelling? The game simply plots out a course to the location, and when you teleport there, adjusts the in-game time accordingly.

Arrows remain in your body as long as the Arrow Litter timer for them does not expire. It takes about two minutes real-time before the arrows disappear, so if you were recently shot and then fast-travel, they'll stay inside you because although a length of game time passed, not all that much real-time has elapsed.

I am sure I have not been hit by any arrows prior to fast traveling...I will be standing in the middle of a town,fast travel to another town,and when the game loads I have arrows stuck in me usually in my arm in the same general area like I was defending myself.It happens rarely.

That is amazing. I havent seen that happen before.

Are you sure you havent been drinking skooma or Hist Sap prior to fast travel? Perhaps you have been committing crimes in those cities without your knowledge. :toughninja:

Never happened to me, but then again I do not go into third-person that often, so I don't even notice the arrows even after a fight.