I've spent a long time thinking about this. I hate quest markers, but not because the quest markers are doing anything wrong. I will introduce my philosophy by comparing it to something else I've heard:
Ever heard by shoot-em-up fans that games that kill you in one hit, like Gradius or R-Type, are always better than otherwise seemingly identical games that have health bars? The idea is that a game with one-shot-kills must be designed so that it is possible to beat the entire game without getting hit once, whereas games with health bars don't have to be so tightly designed because the developer expects the player to fudge it, anyway. And so you end up with a game that doesn't immediately promise as high a skill ceiling to players that might want that type of challenge, or even the same measure of fairness. You might get hit sometimes, but othertimes not. Who cares. The designers don't.
Quest markers are like health bars. I don't think any game really suffers from having quest markers at all, but if you think about it, quite a few probably purposefully avoid additional world building, NPC dialog or recognizable landmarks because, who cares, there'll be a quest marker to show players the way, anyway. A game built without quest markers in mind would have to be much more tightly designed, and all games would benefit from attempting this.
To me, the first Borderlands a great example of a game that would be impossible to get around in without quest markers, because, unfortunately, the world is bland as hell and does very little to give you any sense of place or direction, in itself. It feels like most of that game's world is there to provide combat spaces, and sufficient distance between these combat spaces so they don't accidently run together.
Shockingly, a game that is very highly playable without any kind of HUD, once you learn the in-universe mechanics of it, is the first Assassin's Creed! It does take a lot of staring at maps and glaring down at the world through eagle vision to actually spot where you need to go, but every city has its landmarks, every assassination comes with some text and a map that you can use to find your way, and many of the side missions can spotted from above and potentially make noise when you get close, even without line of sight. I played through that game twice. The first as normal, and then a second, complete playthrough with ALL HUD elements disabled (thanks for allowing that option, Ubisoft!) and actually had a lot more fun the second time through. Many parts of the HUD becomes obsolete when you realize there's in-universe equivalents for almost everything it told you, and as a result you start to pay closer attention to the beautiful and fairly believable world you're supposed to be in, making it seem even richer than before. As an example, you can tell whether or not you've scaled a viewpoint before because all the ones you haven't used have an eagle circling them, which flies away after your first visit and stays gone for the rest of the game.
In short, clarity is almost never a bad thing. It is very difficult to give a player too much information, and often frustratingly easy to give them too little. But I hate to see interface used as a crutch, or a substitute for making a believable world with believable people giving believable directions to the player. Hey, remember Outcast? Remember how you could ask almost any NPC about almost anything you had in your mission log, and they'd literally get up and point in the direction of the object/person if they had knowledge of what you were looking for? Just that. That's almost literally all you need.
Edit: I managed to forget there's a Game Maker's Toolkit video exactly about handholding versus exploring: https://www.youtube.com/watch?v=FzOCkXsyIqo
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