In game quest marker on map not appearing when quest activated?

Sometimes the quests have no exact location (they may just give a general area to search) or it may intentionally not give a quest marker because the objective is to find something that has been lost or hidden. In these cases you really only know it is in the region, but you have to make an effort to find it, the game won't hold your hand here.

If it is a specific quest that you know should have a marker, then you need to post more information. Otherwise consult a guide or wiki for a walkthrough.