Map Cursor
 

Got a question here, Why is it that some of my characters have a pointer in the map view that shows direction they are heading, and other characters do not?

Why you see an arrow in map window...
 

The arrow will only appear on the characters that have a high enough Sense Heading skill to be able to tell which direction they are heading. I am not sure at what skill level you finally get your arrow, but I can tell you that your Compass doesn't stop "twitching" until you hit 200 Sense Heading, so I bet ya at 200 SH, you will finally see the directional arrow on your maps.

Easy sense heading skill up
 

A good way get sense heading up :
Put it in a hotbutton. Goto keyboard options and in UI find the hotbuttons. Make the alt key to the "sense heading button" one of you directional keys (left or right works best), and presto you now practice sense heading everytime you hit the left/right button.