Some sort of way to be able to know in a general way - if not specific - how far away wherever you need to go is. Numerical value of some sort would be great, but that doesn't feel like HnH style. Maybe make the tree icon with the arrow smaller the farther you are away, growing in size as you get closer. The 'maximum' size should be hinted in an opaque background circle showing what size it will be when the player is nearby.
Seriously though. Walking from west of Community Fair out to 35,102 for a first quest is insanity. If I had known it was that far I may not of done it.