Pick up a spell called Clairvoyance, it shows you the right path to get somewhere. For example, if you use it outside and you need to get to the top of a mountain, it will show you the path of how to get around the mountain and reach the top. You can get the spell in quite a few places, the general good shop (across from blacksmith) in Riverwood (first town you reach if you follow the path outside of the tutorial dungeon) sells it.
It works both indoors and out, and if you just use it when stuck you won't level your magic up very much.
"You lack the requisite spine and testicular fortitude to study under me"