If you ever don't know where to go next, visit the bar in Castle Town. Telma always tells you what to do.

If you see a rock with a hole as a wolf. Just sing to it and magic happens :-)

You can also ask Minda, although she isn't as useful.

in my playthrough, i was so confused at certain parts. but i put on the wii motion plus and it vibrates when you're near your objective, thought you should know. nunchuck