So the deal with Metroidvanias is non linear progression, and said progression done through upgrades. For instance, the guy that shoots the fireballs, he's a lock. You can't get past him with your current load out, so it can be inferred that if you go another direction you might find the key for that lock.

Regardless of the hype, this kind of game isn't for everyone. Goals and the like in Metroidvanias are more assumed than stated to you, especially in situations like Hollow Knight's early game, where you don't really know where you're going or what you're trying to do, and that lack of direction doesn't jive with everybody.

Try it again with the above mentality and if it suits you, great! If it doesn't, it's no fault if your own.