I am on my laptop so I don't have the game running right now.....
but if memory serves me there are coordinates on the screen if you have press the "F3" key and those tell where the player is located in the map at any given time....
if I was in front of a cave and i wanted to mark it to return to it then why not allow me to input those coordinates someplace to use as a "return to later" checked box ....
maybe in the inventory there could be a box that always shows the player's coordinates with a box to check save and maybe you could build these "return to later" saves up to maybe 5 in number.
You could also use this idea to make it easy to return to your home after you have lost your way while taking a long exploration trip