The reason your map marker seems to be pointing to a wall is because when you first enter
this dungeon you fall down a hole in the floor to continue exploring it. Therefore
retracing your steps will not lead to an exit.

Return to the boss area, look at the wall behind the coffin the boss emerged from. You'll
find a "shortcut" leading back to the entrance of the dungeon. The first "moveable" wall
should be lowered after defeating the boss iirc. The second is triggered by a lever as you
continue down the shortcut. You'll eventually loop back to the entrance, now you can
leave.

If for some reason the wall behind the coffin bugged and did not lower itself then type in
"~" to open the console and then write "tcl" (w/o the ")to toggle clipping off and walk
through the wall. The tunnel should still be there and you can still make your way back to
the entrance. If all things fail then open the console and type in "coc riverwood" (w/o
the ") that will send you back to riverwood and you'll be able to fast travel from there.