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I don't know how to fix the issue with the objective marker not showing up, I've hed the same problem a few times. You can usually get around it by casting "clairvoyance". If it really becomes a problem you could pick up the guidebook to reference the things that you have trouble with.
Is your difficulty setting set real high? I loaded my game once (xbox) and the difficulty setting somehow had been set to max. I dunno man, those spiders are almost as annoying as the Cliff Racers from Morrowind. Not difficult, just... annoying.