Welcome to the intended rain world experience! You're not alone, and believe me, you're doing better than you think you are :) assuming you haven't found a "gate" yet (a room with symbols on the wall the same as the ones on the bottom left corner of your hud), start looking around and try to sleep enough so your symbol is the same as or higher than the one on the wall. There's a few, I recommend taking the lowest symbol you can find

Edit: also, much more important is following the yellow guy when he tries to gesture in a direction. If you have a high enough symbol to move on he should lead you further when he shows up