Wandering Aimlessly

[MulletOnFire]

I'm not sure what my goal is in this game. I've walked around, found some treasures and explored a few lands but I just don't get what I'm supposed to be doing or looking for. I wander around for a while and eventually get cornered and lose.

[KittyTac]

You get 10 treasures in 9 lands, unlock the Hell land, anything more is kinda spoilery.

[ekisacik]

10 treasures completes a land. Get more, find more lands. Eventually get everything in one run, at least, that is the final final goal.
Of course, there's a few other quests that for the sake of spoilers I won't mention, but pressing esc and seeing the quest menu should help you figure out what else you can do.

[Patashu]

Your goal is basically to collect treasure. As for what treasure you collect, that's up to you. Though there are some treasures that are considered to be the game's main goals.

Personally, I like the 50 treasure achievements at the moment. They almost ensure that I understand a land thoroughly.

There is no treasure in the game that will end the game, so you can go for multiple goals in a single run because the only way for a run to end is for you to die (or quit).

[hotdogPi]

You can also go for a high score.

[MulletOnFire]

I will shoot for the 10 treasures thing. That will give me some direction.

Thanks!

[DivisionByZero]

HyperRogue has a few different "victory conditions" to go for, and the store page mentions one of them: "Your quest is to find the legendary treasure, the Orbs of Yendor. Collect one of them to win!". As ekisacik and Patashu said, the quest menu (esc) will guide you towards these objectives, and after completing any of them you can keep playing and go for more "victories" if you choose.

If you're ever looking for more beyond the main objectives, the game has some really interesting achievements that require you to use your knowledge of the game's mechanics and hyperbolic geometry. Some are basically mini quests that were implemented as achievements! Two notable examples are:

• Black Mark, which requires you to stand on a heptagonal cell in the Minefield completely surrounded by seven mines, and then escape. It is very unlikely to randomly encounter such a cell, and even if you did, getting to it and back off is no simple feat! It's a puzzle of game mechanics.
  
• Master Survivalist, in which you must escape with 25 of the Haunted Woods' treasures without ever cutting trees or bringing external orbs or enemies. It doesn't sound like much, but it's easy to become permanently lost there, so you really need a good sense of hyperbolic space to escape!

As for high scores, the game has a leaderboard that records highest scores, fewest turns, least time, etc. for runs in the regular mode (and some for other modes, too).

[J Pystynen]

There are many lands that can be well treated as arcadeish minigames all of their own: a few that are available fairly early on are the Palace (figure your way around with switches, fight progressively stronger guards), the Caribbean (explore islands, perhaps bringing along orb powers if you've unlocked any earlier in the game) and Reptiles (build bridges across chasms from stunned enemies).

After you complete the Orb of Yendor quest once, there are also Yendor Challenges for doing the quest in various lands in the game, sometimes in unexpected ways.