Thank you for the feedback! :)
Direction is given through books containing short messages, which are self-illuminating, and several are present in the starting area of the game. The hope is that the player will search for more books, and in doing so, learn more about what's happening and gain a feel for the environment (though it is very dark, in fairness).
I will try to make the starting area a bit more informative so that this can be better understood by new players.
Edit: Forgot to say, your game looks great, but I don't have any Windows system to play it myself.