Morrowind kinda does this. Unlike the other Elder Scrolls games that came later, you don’t have any quest markers, or anything really to help you find where you’re looking for. Most of the quests give directions like, “follow the road south till you get to the fork in the road with a big tree. Go on the eastern branch till you find a cave entrance. If you get attacked by cliff racers you’re either on the right path or you went too far. Good luck.”