It is tedious and rather boring, you have to manually clear all previous markers. Basically you have to clear the markers you don't need with setobjectivecompleted
In fact it all depends of you quest build, it is difficult to give a generic answer.
If you already found how to advance the quest stages when you pick the note, just place the setstage in the note script and in the stage result script add the two lines :
setobjectivecompleted questname questobjective xx 1
setobjectivedisplayed questname questobjective yy 1
Each time you pick a note the marker on the map will move to the next note and the previous disappears.
write a questobjective for each note. It doesn't have to match the quest stage but it must exist
eg : the stage can be 20 and the questobjective "you found the 2nd note" can be 40
and "now find the 3rd note" can be questobjective 70
(of course it is easier to make the questobjective match the queststage but it is not always possible)
the first note objective will disappear and the new one will appear, with the marker
at the end you can simply use completeallobjectives questname to remove all markers.
You can also make a secondary quest just to manage the notes order, really it depends of the quest, If you can skip some or if you want the player find them all, if the order matters or not, and so on.
Because if the player doesn't find the notes in order there is a problem, the marker doesn't point to the right note. (depends of your quest, if notes are all initially enabled or if each note is enabled by finding the previous one)
If the player can find notes in any order, in the queststage clear all the previous objectives for each note, and setobjective completed for each note, and of course a queststage for each note, you can't use a unique stage with if statement
like stage 50 :
setobjectivecompleted questname 20 1
setobjectivecompleted questname 30 1
setobjectivecompleted questname 40 1
setobjectivedisplayed questname 50 1
if the player finds the 5th note immediately after the first one, so the marker will not direct him to the 2nd note but to the 6th. As you see it can be easier to make it a separate quest or it will clutter your main quest script and make it difficult to debug.
depending of your quest you may have to disable the previous notes or to use a questvariable to check if an ulterior note was already found, so the quest won't direct the player to a note he already has.
Something like note1found, note2found, allnotesfound, etc
and a script checking for each note, so if the player misses a note you can check it and add a script to show the position of the missing one. I'm not good at explaining so I hope it's clear.