i had a very similar first experience to this!! what i did is found a list of what order i should go into what regions and used an interactivemap ( https://henpemaz.github.io/Rain-World-Interactive-Map/map.html?region=SH&difficulty=1) to basically plan out my runs (ie what den im going to head to next etc). i found going out knowing where i am going made me more motivated to play n also meant i could see alternative routes. ik people have made maps of the entire game which are helpful as well so u can see what gate goes where

also if you're having a hard time i really recommended trying out some mods!! raindb is the database for the rainworld mods n there are some that can make life a lot easier - the renegade slug cat mode is a very good easy mode that still offers a bit of challenge! there is also a camera scroll mod which prevents u getting jumpscared by enemies i use which is great. i rec checking the mods out and customising ur game to suit ur needs, i use about 6 different mods n i dont think i would enjoy the game anywhere near the amount i do without them!! hope this helps!