I walked from Whiterun to Windhelm by following the signs and checking the worldmap. My final destination was Winterhold, however. Once I got to Windhelm, I couldn't find any more signs that pointed what road to take to Winterhold. I looked on the world map, but the roads aren't clearly labeled there like they were in Oblivion. I couldn't see any part of the terrain that looked particularly passable or road-like.
I eventually took a carriage to Winterhold, but I would like to know what route I should be taking if I decide to walk there in the future. Where is the road to Winterhold?
Best Answer
I was having problems with this too. From looking at the map I thought that I could travel along the coast to the east of Windhelm to get to Winterhold, but there is no path for that. You actually have to go west from Windhelm then North through a mountain pass. From there you'll end up along the coast east of Winterhold. There you'll start heading west till you get to Winterhold.
For a better picture you can look at this map from the Skyrim Wikia. It may be a spoiler if you'd rather explore it yourself.