There's nothing wrong with that at all, I'm just curious by the tone of your answers.
There is actually a cluster of three stones SW of Riverwood (Mage, Thief, & Warrior), and Ralof will lead you right by them in the opening tutorial.
I missed them in my first play-through. I took a wrong turn somewhere, which I could swore was the correct path, so I missed the first stones. My first city I encountered was Riften