Agreed and disagreed with. I went north because so many NPCs said I'd die, so to try and prove a point to the NPCs I did just that. And got my ass kicked, which I expected. If you've never played a non scaled game it might be a good lesson that you cannot take on the world right away, like it should be.
(if you were expecting to die, and then did die, what point were you trying to prove?)
Right - and therefore listening to what npcs say, and their advice is a good idea. As well as noticing those signs that say "danger" etc. After taking in that info, it's up to you to make up your own mind. And whether your character cares about finding out who shot him/her. If he does, then direction is fairly obvious. If not, then anywhere is good. For me it really comes down to character motivation.