in the pyramid, there is a red statue and the character said " so many statues... Why were they even built here? What purpose do they serve?"  I can't continue my game, what should I do. help!!! 

Was it the dessert pyramid? If so, you must collect certain amount of souls and interact with it to remove it. Might be wrong however. Four of these blue soul/spirit is needed more than that you will be heavier and break the floor