found a weird blue arrow thing that was floating around near the ceiling, even if I managed to phase through it it didn't do anything. It was also pretty slow. Any ideas what that was?
Do NOT shoot the blue arrow. It will attack you, and your game will end.
If you do shoot it (press G for gun and press left mouse button to shoot), I have advice on how to escape it:
1: Shoot the arrow,
2: Open menu and press "Return to Entrance",
3: Go into the Hall of Fame portal,
4: Exit the portal,
5: That's it!