There is always a quest selected in the journal, but some quests don't have a set map destination. One example, if you have the Kill All Psychos quest available you can select it in the journal. This way all you get is the message in the upper-left corner, but there will be no marker on the minimap.
The problem is that after solving any quest or objective the game defaults to selecting the main quest, so you'll have to go in the journal again and select a side-quest like the one I mentioned.
The problem is that after solving any quest or objective the game defaults to selecting the main quest, so you'll have to go in the journal again and select a side-quest like the one I mentioned.