I want to discuss two things here (don't want to make two topics):

1- When i'm in Skyrim, i see the map and i'm in X position and have to go to Z location. After walking for a while i check the map again and i'm in Y position, between X and Z, seems ok. But when i'm in Solstheim, it seems that when i walk less i advance more in the map like if the island it's too big in the map in comparison to the Skyrim map.
I check the map in Solstheim and my destination seems further than it actually is.

and

2- I'm confused. Wasn't Alessia the first dragonborn by gift of Akatosh? Wasn't Alessia lifetime long after the life of Miraak?
New history facts? Or i'm just misunderstanding things?

I can answer 2.

Miraak was the first Dragonborn, having been born in the Mythic Era. Alessia was both born and led a successful revolt in the First Era.

TES Era timeline is as follows:

Dawn Era
Merethic Era
(The Above two are also grouped as the Mythic era, as the line between the two is blurred due to lack of solid dates)
First Era
Second Era
Third Era
Fourth Era

Also he was born before Akatosh was ever a Mannish god...