Hey, thanks for playing!
About Gear: good idea with the Plus/Minus thing ... actually, when picking up an item, it DOES tell you if it's better or worse than currently equipped, but you are not the first one to have seemed to missed this. I guess it's too important information to casually incorporate into general pickup-information, so I'll see what I can do; making it visually noticable might do the trick. :)
The Enemy attacking you is not a bug, but I think I can do better here with explaining things, maybe incorporate another Tutorial: initially all Enemies are sleeping, waiting for you to wake them up. However, some effects in the game (Spawn Traps, and Deep One's Summoning) can spawn additional Monsters into the game, which are then awake by default, and start looking for you immediately.
Enemies, that have once been awake, and then are deactivated (either by encountering another Enemy, or by leaving a Region) are not sleeping, but lurking, so once another Enemy dies, they may wake up again on their own. Needs better teaching here, will see about that!
Dark Magic Doors are blocked for you, but Enemies may pass through them and vice versa with Light Magic Doors, maybe that information helps (will put a thematic Hint somewhere on the very first stage in the Watchtower).
Ghouls are a sneaky bunch, and if you die often enough, you will eventually get a Death Hint how to deal with them. ;-) They have low health, but hit super hard, so once you know that a particular Region may spawn Ghouls and you're not equipped to deal with them, don't just run ahead. ;-)
The Keys relocking Doors was a part of the original KALAWAUM-Game mechanics this one's based on, and while I agree that it's not very realistic and a bit gamey, it's a major aspect of the Puzzles, looking where you can go, how to get Keys from one Room into another. You will always get a first Warning, though, for each Door that you're trying to walk through with the respective Key equipped.
Once you've found a Shrine, the "Seek Counsel"-Option will actually tell you, which Key opens which Door! And if you don't reset the World Seed upon starting a new game, that information will persist.
Shrine Locations are procedurally generated and differ from game to game. But there's at least one guaranteed in the second or third Region. The next time you find a Shrine, try out the Binding Ritual, you might like it ...
Either way, thanks a lot for trying it out, the points you made will help a lot to improve on the existing design!