First of all there is no map or GPS system in the game, but there is a compass ('tab' button) which shows the nearest checkpoint. But you should know while the compass is active the time elapses twice faster than it is not active. And maybe the nearest checkpoint is not the next one, you can easily miss the next. Use it warily. It is not mandatory to use the compass (every time) avoid the penality. You can find the checkpoints also by following the road or the path.
There are 3 types of the stages:

• valley style
• valley with road
• open terrain with road

The valley style has no road but has a path. The path color is different from the other part of the terrain. The path go along a "valley", and it is planner then the normal terrain. But it can contains several leaps that make the movement harder.
Maybe the valley terrain has a road.

The open terrain with road has now path and does not contains special leaps. It has only the natural hard terrain leaps.

Generally true for all kind of stages that they can have junctions where you need to decide where to go. Some junctions are easy because a checkpoint inticates the right direction, but several junctions has no indicatior where to go. Some road leads to dead end, but maybe there can be more than one right way. If there is a road which goes two ways without any indication, and after a while they can run into each other again there should be a checkpoint to show that you are still on the right way. Some roads can be easier, some can be faster.

In many cases higher speed does not mean automatically the better position at finish. If you fall over with your car, you must reset it ('R' key). But it means that you will get penality. So some roadblock easier to pass with lower speed.