They are yellow arrows that keep rolling on the ground, and they lead you to whatever quest you had selected with your Quest Helper. They are on the ground and they keep moving, kind of like a rolling set of yellow arrows. I was heading toward the Sgt. in Olde Towne but decided to stop at the Bazaar first. But the arrows kept rolling and pointing toward the Sgt.
Well bc most kids even with the current quest arrow, still somehow got lost. It now seems there are additional arrows to guide you besides the one right in front of you, the new ones are now on the ground right in front of you. Although i only saw them once or twice for quests during wizard city.