Your map is your friend. Get used to using it alot until you become very familiar with a particular area.
I would suggest having a good look at your map, the question-marked area that you need to get to and some of the rooms closest to the question-marked areas that you have already been too. There's bound to be an exit in one of those rooms that will lead you on the path you need to go. It might be a door or maybe just a well-hidden morph ball tunnel. After a while you will get accustomed to the "Metroid-logic". The one thing I love about the Prime series of games is that I never felt cheated when I found a solution to something I was stuck on, I always felt the solution was logical and it was my own fault for not figuring it out sooner.
Out of interest, where are you and what's the prompt that you are getting telling you?
