It could be that you agreed to help out a side-character on their sidequest. That will bring up a circle on the map in the area related to that side-character's quests. They don't show up as "letters" on the map, but as just circles in the color of the character they are related to, that you can only see when you are the character they are related to.
Such as that weed extremist, or that celebrity stalking weirdo, as Franklin they will be green circles on the map.
If the body did not die, and the fears borne in the mind just continued to pile up, the world would be nothing more than an eternal prison.