You can already do that.
1. If you press RMB on a location on the world map, you can save it as a favourite. You can name the location in your favourites and then easily path back there again.

2. If you want to make your own route to somewhere, you can set different waypoints by pressing Alt+RMB until you arrive at your final location.

3. If you want to make a looped path, you can RMB on the map, and then choose "Set Loop" and your char will auto loop on that path.

4. If you want to save a looped path, click on the of the 3 number icons after clicking "Set Loop". It will save the looped path to one of these save slots. You can access these saved paths via this icon on the world map:

Hint: Read the quick tipps here to gain some more info about tipps & tricks in BDO:
https://www.naeu.playblackdesert.com/en-US/News/Detail?groupContentNo=4845

https://www.naeu.playblackdesert.com/en-US/News/Detail?groupContentNo=4785

https://www.naeu.playblackdesert.com/en-US/News/Detail?groupContentNo=4754

https://www.naeu.playblackdesert.com/en-US/News/Detail?groupContentNo=4742

https://www.naeu.playblackdesert.com/en-US/News/Detail?groupContentNo=4738

https://www.naeu.playblackdesert.com/en-US/News/Detail?groupContentNo=4733

Yeah I think the OP (Original Poster) meant a permanent map pin/note option. I too long to have a way to mark things on the main map.

A cave that I stumbled upon, or a grove of mushrooms, or a nice place to go hunting, or whatever you want to mark for future reference.

I may be wrong about my assumption though, and then the question has already been answered.

This is a great idea and I would recommend posting this suggestion in the suggestions and feedback forum. I would absolutely enjoy pinning secret locations that I find as "pinned landmarks" rather than memorizing them.

But... thats literally the first point? You make a certain location your Favourite, and then can autopath to it whenever you want to

Thanks Minarya to answer, and honestly i just noticed now that it have such a function already but anyawy lets say then... to complement an existed "Favourite" "Location", lets say could be there a possibility as well to add a "MAP-PIN" or "Dot" instead of a List, would make things more cleaver and simple, also a possibility to the users let them scratch self-map into the existed map with self locations, routes.

Or more simply saying adding a "drawing pen function" after pressing "M".