Skyrim's world map is... a lot of things. Overwhelmingly large is definitely one of them, so it can be difficult to keep track ot things easily. Maybe you couldn't pick up those Dragon Scales or an enchanted weapon you've discovered without being over-encumbered. You leave it, only to forget where the Oblivion that was.
Soon, there'll be an app for that. A free Skyrim map app for iPhone and Android called Dragon Shout has a detailed Skryim world map, which allows you to leave custom markers and make notes about events, treasures, location desctriptions and more.
The initial version has already been submit to Apple for approval. Android is in development as well, but the developer is "waiting on some backend things before Android will be ready".