Master key got me fucked up.

First time player and I picked the master key cuz it sounded awesome. But I'm opening all these doors and I don't know which I'm supposed to go down and which I don't or if I'm going the right way. So I just killed quelaag. I got here through the new London shortcut. So there's a lot of blight town I haven't seen. Demon ruins gets me killed. Dark root forest got me killed. Haven't explored the hallowed tree area from blight. So the big gate by the gargoyles is open but I didn't use the basement key and I opened doors elsewhere. Moral of the story: where the fuck do I go? I regret the master key. Should I go to the basement key area or is it not worth it? Is the big gate the only area to proceed or do I need to level and tackle the forest or demon ruins? Or do I go somewhere else like new London?