Personally I prefer when the object is a arrow that runs around the outter edge of the screen. They are usually out of the way and very intuitive.

Personally I prefer when the object is a arrow that runs around the outter edge of the screen. They are usually out of the way and very intuitive.

I think the OP is looking for something more subtle than that. Not everyone wants to be explicitly told exactly which way to go.

What about giving out very small rewards to the player for moving in the right direction? Think of something like a Super Mario style game where the coins are laid out along the path you need to take. If you're collecting all the coins then you'll naturally move towards the level goal, or you might even find something secret or hidden that the coin-path led you to. You could apply something like that to your game where you place small rewards between the player and the next objective. I don't know what rewards are thematically appropriate for your game -- maybe it's berries to collect, or small animals to kill -- but the point is that as long as the player moves toward the next goal then there will be something to see and to do. The player can still move away from the next objective and explore but they'll quickly find that it's kind of boring.

I like when the quest arrow is something that you can do, like holding your sword up to the light in Shadow of the Colossus. Maybe you have a bag of bees, or a bee-summoning spell.

Giving the quest arrow an opportunity cost is interesting (e.g., you have to buy some bees with money you could have spent on something else, spend mana summoning them, spent time catching them, however you get bees). You can have them still be plentiful for players who want to play follow-the-arrow, but there's at least a gameplay incentive to conserving them and orienteering a bit more on your own.

The bee idea is pretty good.

I another, however:

Given that you mentioned the function of religion in the game, why not have a dialogue box containing text from the resident deities as a guide? This text could mentions specific landmarks, objectives, and even a bit of lore. This could also work aside from the bees-as-quest arrow, however. (it is an interesting concept to allow for the directional marker to be spawned as a direct result of player action.)

Maybe, because the bees run on a limited resource, you could have the "god dialogue" as a permanent, yet indirect/imprecise marker that only serves to remind the player of their objectives while the bees actually show you where to go.