You can go to your quests in your in-game menu. Select the quest from one of the quests currently being attempted (they will be light blue) and it will become your preferred quest (it will be dark blue). Once you have selected your quest, that quest will now be your main goal and the gold trails will lead to the points in that quest you chose. However, this doesn't always work. If you are doing some main quests, you will not be able to choose any other quests until you have completed that main quest (this doesn't apply to all main quests).