You can use the map if you keep getting lost, it is on the menu (opened and closed with P or Enter on keyboard, or Start or L1 on gamepad). There are 6 additional hearts to find (some on more obvious locations, some on less obvious ones), which you have to, well, find (though hearts are optional, but they make the game easier). It is a metroidvania type game, searching for stuff is often a part of the experience. Same with finding bosses and powerups. Good luck! :)