Your main objective can be seen in the load/save screen. Other objectives are not relevant
to the main one. 

Some of the locations I didn't discover yet, so it is up to you. Since this game covers 
huge playing area, and the maximum level is 50 (after 50, you don't receive any more points),
I highly suggest to build WP up to fifteen and learn teletransportation spell to save more 
time, or you prefer to walk. Here are the map coordinates for the Arcanum Continent.