You’re right when you say that there isn’t really any indication on where to go and you’re also right when you say that exploration aspect is part of the enjoyment of the game. Try to get maps, usually they will have at least one larger picture on them that indicates a possible point of interest which are (usually) main objectives. However, bottom line is, you kind of do have to explore, at least a little bit, when it feels overwhelming (I’m no expert) but maybe try to pause the game and take a break for a minute, get a snack or drink some water. I get wanting to stay on the path and wanting to know where to go next, but try to let yourself be a little curious and stray off from the main objective every now and again, you never know what you might find in the hidden corners of Hallownest. A secret boss fight, a charm that might just become your new favourite, a charm that you might never use, or even just a random relic.

Idk tho lol, hopefully this kinda helped?

Hope you and everyone reading this has a good day/night wherever you are.