I live in Whiterun. I like to travel by the roads, with no fast travelling. I looked at my map that I got with the game and if you take the little road that leaves Whiterun, then head West then you come to Fort Greymoor. From there, if you take the road North then you eventually come to "Hamvir's Rest" where 3 skeleton's pop out to say hello.

Where does the road go? Looking at my map, it should continue on, up through the mountain and on towards the direction of Morthal. If someone knows where the road continues on then can they point it out to me please. Thanks.

It stops there. But if you travel a hundred meters to the left there is a route through the mountains.