Icons on the World Map represent cities, towns, dungeons, and other places of interest. An area you have learned about, but not visited has a dark icon. Areas you have discovered have white icons. The world map also indicates your current location and direction, and the location of your quest targets.
You can fast travel to a location you have discovered by selecting its icon and pressing . You cannot fast travel from interiors or while in combat.
You can also place a custom marker on the map by selecting an open space or dark icon and pressing . Press again to move or remove the marker.
Each of the Jarl's residences has a Civil War map of Skyrim which shows which faction holds which forts. Blue flags represent the Stormcloaks, and red flags the Imperial Legion.
On the compass and map, white locations are places that a player has previously visited (and therefore may fast travel to), and those in black are undiscovered. Only the icons of places that a player has visited or heard about will show up on the map.