Some of the main plot quests are shown on the map, but otherwise there is not a lot of hand holding. You may want to just explore and clear certain areas first, rather than focus on completing specific quests. It takes a little bit of wandering around, but you should start to become familiar with the layout of Broken Valley.

The actual running speed doesn't change after becoming a dragon, but that does let you get around faster (though you will still need to explore some areas on foot).

You should finish off most of Broken Valley before heading to Maxos Temple. The opponent at the end is level 15 (so uses level 15 skills), so it would be best if you were at least level 14 before entering (there is also a fight to get in that would be tough at lower levels).

In another level or two you should be able to complete the quest for the necromancer, and get the help of a creature. You'll need to find a certain cave for that; the necromancer mentions his experiments all ran off to the west...
The mine entrance is at the back of a camp to the far west of Lovis' tower and a little south.


There are guides you can check if you really want skip exploring to complete a specific quest that doesn't have a map marker.

D2:ED walkthrough or Gamepressure guide (with screenshots)
Note: these mostly apply to D2:DC, as well, but there were a few changes made between the original release and DKS/D2:DC (most anti-dragon shields removed, the D2:ED set pieces were moved and additional sets and unique equipment added, quest rewards were changed, particularly near the start of the game, some skills and enchantments changed, etc).

Divinity 2 Wiki

Dragon Knight Saga FAQ/Guide