(in the other topic people were talking about how large the game world was, but that topic is old and should be buried, I think)
One of the reasons the Oblivion world felt so small was because you could use horses for faster transportation, and you could fast travel to and from just about anywhere as long as you have uncovered the place on your world map (and your GPS compass thing automatically points out places you haven't been yet)
There was one single time, I think, where I actually
discovered something. It's in a place in the southern part (but not to the east where it sort of has a peninsula that goes south) where there's no compass pointing to it, but there's some ruined houses. Unfortunately there' isn't anything interesting there. Maybe it's used in a quest? I don't know.
I think that the main quest should not be designed so that you are inextricably bound to it by the time you finish the tutorial, which it should be separate from. You should have to look to find it (though not too hard).
I like this idea, though maybe the NPC's should help lead you towards the main quest through hints, maybe after a few game days.
Though, they will probably have all hell break loose at the start so it's obvious where you need to go...