I am a bit confused with the in-game map. I am currently in Whiterum and Just killed that first scripted dragon. I was wondering if the map all around to the mountains at the edges is the ENTIRE Map. Because if so that is ALOT smaller than I expected.

Also how can I tell between different Holds?

The game map is pretty huge, I don't really understand what you are getting at. Have you zoomed out the entire world map? There are icons on the map that signify different locales, and some you have to find on your own before an icon shows up on the map.

Yeah man this game is BIG at first when I looked at it I was the same way tell you look around.

Uh, it's pretty huge. Make sure to zoom out. There should at least be icons for the other hold capitals to give you a rough idea where the boundary is. It's a long walk between any two cities.