The game includes a PDA system with GPS tracking for quests with obvious destinations (like when a stalker uploads specific coordinates to your PDA), but a lot of quests go completely unmarked, leaving it up to you to explore and figure things out for yourself. Even having a lot of previous experience with the series, it still took me a little while to get the hang of things again. You either have to know all of this stuff already, either from playing previous STALKER games or by actually reading the manual, or else figure it out on your own.
Call of Pripyat's introduction gives you next to nothing in the way of tutorials explaining how the game actually works - there's no message that pops up telling you 'these are anomalies, and they will f**k you up,' or NPCs telling you 'this is how you use a detector to find artifacts.' It doesn't tell you how important different resistances are, how 'handling' differs from recoil or accuracy stats on weapons, or that equipment can deteriorate to the point that their stats decrease and weapons start jamming.
I'm a bit of a STALKER veteran, having played Shadow of Chernobyl twice and Clear Sky once, but it's been about five or six years since the last time I played either one, and I'd almost forgotten how vague and unforgiving these games can be.