If you've played before, make sure you delete your save file and start a new game. When you start a new game, just click on "Delete Save" and then click "Continue".
I did never play this before but somehow it came with a broken(??) save file by itself. So I hadn’t clicked "Delete Save" and just ended in a confusing Limbo where I kept entering the snowy roadside dream and also quests were bugged, I could return the teddy without having found it.
It’s odd that the ghosts are so slow behind you.
Will try to play it proper now that I figured out clicking "Delete Save" first seems to give more of an intended experience, but anyhow: It has very nice atmosphere!!
Btw. rendering lagged hellishly when playing via wine, even though Unity games normally work fine and your game renders at a very low resolution. Don’t know if you care. On Windows it was fine.
Cheers