I feel like giving up. HELP!

SPOILERS FOR NEW PLAYERS Hello everyone, I am 8 hours into my first ever rainworld play through and recently reached the depths. Shortly after I was launched by some scary guys with hieroglyphics or something above their heads. Reddit told me that this is endgame, but I have only been to: outskirts, drainage system, garbage wastes, shoreline, and subterranean. (According to the regions tab in the main menu)

I briefly looked at the map online and saw some super cool stuff like sky islands and the wall. I mean come on that sounds so cool!!!!

What should I do now? Do I try and route through all of subterranean??!!! Do I restart the game?? Help!