.. I can't find my way around!

The above-ground area has four areas: the amphitheater, where Xenia usually sits; backstage, where Grigor is usually found; the courtyard, where you started the game; and the museum, which is at the end of the courtyard.

The museum is a little busy, but it's only one room and an office, so a little exploration will show you everything there is to see.

On the other hand, the underground area is massively confusing, and I think it was meant to be. Here's a rough map of the Underworld to help you get around:

Map of the Underworld