Personally tho.. if you don't have the question marks on, you could easily miss out on quests and important gear that you may really need in that area.. running around blind, will save immersion, but probably add another 200 hours to the game if you just want to 'try' to find them that way... The GTAIV feathers, and GTAV space parts, are something I've always hated in these types of games because.... there's no way to find them unless you look for them in a strategy guide, because, once you've found 20/25 (for example), those last 5 become like looking for a needle in the haystack.
I say play with the question marks on (my personal taste), because I don't have the extra 200 hours to run around blindly while the game itself with everything ON is already 200+ hours.. Even with the questions marks ON, there are still secret things to find not listed on the map.. and those things only pop up once you come across them. I'd say save yourself some aggravation and keep them on, but that's just my opinion.
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