Well I hate handholding in games but on the flip side sometimes when a player misses a prompt or key dialogue it can be confusing, so I would suggest some kind of log that can guide the player with messages like "oh this horse told me to search X room for a key" written as a quick note in a notepad style quest ui. I personally was in the room shown into the screenshot, I had explored the entire outside space and saw that the windows behind this horse led to another room but the door to that room didn't open. I assumed that's where I needed to go next but after exploring the entire building that was accessible I didn't find anything else or anywhere else to go.