Mastering the UI / HUD Overview
If you wish to keep your map open, select the padlock icon found on the left side of the map window. This will lock your map, and prevent it from being closed when pressing the Escape key or cancel button (the map can still be closed using the button in the upper right-hand corner).
Being able to see your location or find quest givers on the map while you're on the move is a handy adventuring tool, and can help you navigate the more confusing areas.
Display the map using the option under Travel in the main menu, or by selecting the minimap.