Yes, swimming is slower than normal running. (WoWpedia claims it's about 2/3 the speed, although it certainly feels slower.) Also, regular movement speed buffs don't apply when swimming, only swim speed buffs.
Aside from water and other things you move through, there are no terrains that naturally change your speed. However, an area can put a passive or ...
If you have not completed the story in Nazjatar and you have abandoned the quest the next story quest will show up on the map with an Yellow exclamation sign.
An exception to this is the part where Magni asks for your help, you need to do the following quests for him and might be on one of them:
MOTHER Knows Best
A Disturbance Beneath ...
World of Warcraft does not currently have the ability to show completed quests.
This means you're stuck looking around for the correct NPC (or PNJ for French and Spanish speakers).
If you don't care much for spoilers it might be an idea to just look up an online guide for Nazjatar (e.g. this one) and checking each quest-starting NPC in quest-line order.