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"Been searching all three areas. All tracks say the same thing, and seem to go in circles.
And how do I know what I can't shoot? "
Legendary animals will show up eventually once your hunter skill is high enough. Usually, 4 or 5. A cut scene will follow once the legendary animal shows up. I believe the legendary animal only stays in the area it shows up but I could be wrong.
As for what you can't shoot. You not supposed to shoot any LARGE game unless you are doing a challenge. This includes deer, moose, elk, mountain lions, etc. All SMALL game are okay to shoot whenever. During a challenge hunt, hunt ONLY what the challenge tells you to hunt and how to hunt it. If it says hunt 2 BUCKS, hunt only 2 males. Vise versa with DOE, females. You can tell which are which because most bucks have horns and females don't. Plus if you use a scope, this information will be present when sighted on the animal. Tracks in my opinion are pretty worthless as all the really do is raise your hunter skill, which you can raise faster by doing challenge hunts.