This is perfect to ensure a flow of game pace instead of dead space trying to find something. Only 0.00001% find it fun to have no clue.
But lets explain one thing here.
Our Character have a map. We all know this. And every quest we get, the quest givers even informs you they will update your map.
Now. The compass.
For anyone living in the era of our character, and for 99% of all aboriginal tribes people and forrest rangers active today. It takes from 5 seconds to 2 minutes to find out the EXACT direction you are walking towards.
Knowledge of nature, formations and basic astronomy will give you this.
And as such, there would be illogical and ill represented of the knowledge of our character, if he did not know which direction North is. And once you know ONE direction, its easy to calculate the rest.
Thats why we have a compass, and we already knew we have a map.
So I have no clue why people complain about the map being marked where to go, and a compass showing the way, when our character, as many of us, would be able to do just this.
Too many citie people with no experience, whatsoever of reality playing this game:-)
But above all, how fun would it be to have a quest journal of 100 quests and not a clue where to walk, in a world as big as Skyrim.
Not fun at all.
People turning off the compass are turning their character into a, for the time and era, an idiot with no knowledge.