Regarding challenge rating by map area

[hal9000]

I keep wanting to love this game. I've invested a tremendous amount of time trying to understand it. Keep in mind, I'm a 3.5 PnP veteran, and know the system very well. However, I'm just about to drop this game. I'm wondering if the issues lie with me, rather than the game, and I'm missing some obvous meta aspects.

In PnP, you have a DM. In most crpg's, you have some guidance (hopefully not to the point of hand-holding) to compensate for their absence. But here, you have neither. There doesn't seem to be much help on where to go and what order to go there. Sure, you can stick entirely to the main quest, but that isn't fun.

The map doesn't seem to have clear areas of challenge rating. They exist, but the game doesn't guide you through them in order. The sections of the map available for claiming in Kingdom Management are not in any kind of challenge order...I haven't had the option to claim the North Narlmarches, even though the challenge rating is now trivial for me. The Teifling companion quest is located in a high-CR area, even though I got her quest immediately after getting a capitol. I find myself wandering aimlessly, frustrated when I run into a pointlessly low CR encounter, followed by a sky-high one. Does it sound like I'm missing some obvious cues, or is this something that others have suffered with? I'm open to self criticism, and I would prefer it to be a problem with me so it can be resolved.