Hey!
While there will be more girls in the future, the alpha and the beta will only include Bliss. The beta release will include Bliss's full story and be much more polished and completed than the alpha is. After the beta release we will be adding more girls to the forest, each girl will also include their own storyline!
The arrow should be pointing you to where the game wants you to be to progress the storyline, you will still need to collect Fawntails at night to progress through most of her story. The arrow is suppose to be very hand-holdy specifically for the alpha. In future versions of the game it will be more about exploring the forest to find and interact with the girls, but since it's just Bliss for now we thought it would be helpful if we guided the player through her storyline.
You may also press Q to see if there are any quests that lead you to the right direction, these are being more fleshed out in the beta version.
After that scene, you can find bliss again at the car lot.
Thanks for giving the alpha a try and we appreciate your feedback. Hope to see you when the beta drops!