After playing this game myself, I agree that there needs to be more direction on where to go. After a while, I was unable to go any further than getting either Ending 7 or whatever ending you get going into a random cave. Overall, it's more of a cute fantasy rather than horror, and although I kind of like the simplicity of some of the puzzles, I really dislike not knowing where to go or what to do. It feels like some of the logic puzzles you intended simply do not work the way they should, or that they're not intuitive enough.
Viewing post in Nearbyville: The Abduction of Wendy jam comments
Sure. I'm not the best expert, but I'll help out however I can. From what I can see, I think trying to go for atmospheric horror will be the easiest genre to try without having to change too much of the game. Playing with sound and light will help create a sense of unease in the player that might REALLY go well with the concept of finding someone who's gone missing, especially since neither we (nor the main character) know where she's been taken. I can already see some places where you've started to do this. If you want, feel free to DM me; I'm worried saying too much here will spoil the game for others.