Is it just me or is this game really hard to find your way around? Am I missing something (maybe somekind of map)? I find myself going in circles often.

What stage are you on? Did you ever get around where you need to get for the next stage. The fact that you can visit places you've been is a point I enjoyed in OL1, not the same feeling on OL2

I guess Im on the first stage, I went to another place just for a second, a forest I think it was, but turned around not knowing if I would be missing stuff in the first area

You can head into the forest don't worry it is a oneway into the Elfs country (Kill Oberon sorry for the spelling but I use it in fr so not sure I got it right). Oberon is a mission that you need to do in several "mini missions" 6 or 7, I recommend it as you unlock the greens and it helps you to complete the other stories. For one of the mini-mission to Kill Oberon you will need the blue ones, so I recommend you to do both at once kill Oberon and kill the Red Knight (sorry again completed it FR). hope it helps you.

Yes, it is hard to find your way around in this game. However, it is worth it, keep trying! What I've been doing is making sure I don't knock down walls or extend bridges until I'm going to use it right away - that helps me keep track of where I have and haven't been. I also use the "always turn right" method in the more confusing chambers. Eventually that gets you through most areas.

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We have normality. I repeat, we have normality. Anything you still can't cope with is therefore your own problem.