your talking about the dots that make like a line to the quest marker right? it just means to go on forwards to the location where the quest maker is, which is where the next part of the quest is located. there is nothing of info in the dotted line, it just
tell's you to go on in a straight line to the next objective of the quest/side-quest/etc. you don't really need to follow the dotted path, just used the compass in the bottom left corner of your screen to get there.
The larger dots indicate areas where you have to go through something, often a metro tunnel but sometimes a building or something else that requires a load, on your way. These can be useful as you may be able to spot some place along the path that you can
fast travel to so you don't have to walk the whole way.
yes some of them are just entrances to metro's, and building's. most just have stuff that you can just sells off aka junk stuff, you might find some ammo, and some skill books (well sometimes though, some perks increase how much more ammo, and caps you find).
other then that i just consider it to be where the next part of the objective of the quest is.