No, I believe that the legend works fine but the issue with the understanding to the legend. Basically the dark triangles show the direction in which you want to go. And the key-looking rectangle next to it shows which arrow key you should press for going to that direction. You are not the first one to have this issue - it is I guess a bit unnatural. I think it would be better to do it with WASD keys. Then no miss-match would be possible from the user's side -> arrow = direction, W/A/S/D = key to press. When both arrow = direction and arrow = key it is a bit confusing :D . I will be glad if you tried once more with new instructions to see if it work :)
And thanks for review !