Direction arrows

I might be missing something really obvious but having only been using zwift for a few days I keep taking the wrong option when turns appear, is there something to tell you which way to go to stay on the intended course.

You get flashing turn indicators under the saddle if you’re going to be turning. If you set up the route you want to follow at the start then you can just ignore the turn options and your rider will turn automatically. The turn options are just there in case you want to change things.