This was a really well-timed comment haha
I actually just finished a short update that fixed/changed a lot of the things I received advice on, and am uploading it now. =) Some of what you mentioned are things I've been working on.
Since not having a clear direction at the beginning was a common criticism, I added a second pop-up that points out the direction of two major locations. With the way I wanted this demo to be, you can go in any direction and still receive something to do. Once you get to some NPCs, navigating the world should become much easier.
With the screens on the main menu, I added the ability to close them with Esc, in addition to Enter or F. Also, there's a page to check the controls in the pause screen.
Time to pick things up is based on the weight of the item and your current Dexterity. I.e., heavier things take longer, but this can be lowered if your Dexterity is high. I'll definitely look into ways to make this a better experience for the player (altering it, or making a flat speed for all items). I like your idea of including something to help speed up the progress, so that's going onto my list of considerations. =)
Your feedback isn't harsh at all! Even if it were, its still very constructive, so I'm quite thankful for that alone.
Thank you for checking out my game!