How to play Skyrim - need help!!!

[Googolplex]

just look in your quest log. fortunately, the dovahkiin have a magical GPS quest marker device that points you to wherever your quest is, so you never get lost.

Yeah, I already had this activated. The problem is that when I solve one quest I get 20 new. And everytime I have the feeling to miss a lot of content when I don't look in any house, talk with every NPC or search the world for caves etc. I have the bad feeling to miss a lot of things in the world, but to explore everything means that you need much time - very much. And I ended up to think it's boring.

I would prefer a smaller, solid world with more story depth. But I want to finish the game. It is just too big, too much quantity instead of quality.