Where am I supposed to go?

[Goblincage]

I don't know where to go I have played 2 hours, haven't killed any bosses yet. I find myself going to the same places where I have already been in... I have 2 warp things that I can use.

[Vandal Savant]

There are 3 regions you can head to at the beginning of the game; North, East, and West. Pick a direction based on whichever seems the most interesting, and work your way through the region. Collect pink diamond fragments, aka modules. You'll be able to hear them making metallic pulse sounds if one is nearby. You only need 3 or so to access the region's boss, but getting all 8 can unlock an optional mini-dungeon in each region.

Keep an eye out for little "squares" on the ground, because they lead to secrets and collectibles.

[BlackjackGT]

Just keep in mind the game's purposely abstract maps can be a bit baffling at times as far as navigating to the next area.

You might check one player's Walkthrough Guide here (which doesn't use maps so much as texty descriptions to explain):
http://steamcommunity.com/sharedfiles/filedetails/?id=657897729
Or any of the other game guides here on Steam that give tips/maps/guidance on getting through areas.

I at times resorted to pulling up player annotated maps on my iPad while I played, for getting through areas I was having trouble figuring a route through.

I got stuck on the North and West bosses, and might try the Newcomer mode, but I wish I didn't have to start my game over to switch to that difficult ; though I totally understand it given the achievements being limited in the new Newcomer mode.