Oh, that's weird. What platform are you on? Web version or desktop?
The movement is WASD, not the arrow keys, just in case. I'd be happy to resolve the issue for you
I would highly recommend the desktop version if you are on Windows or Linux (Linux Mint tested).
Perhaps the cursor was not locked in? There is a small note in description regarding it. If the cursor is visible - press ESC to open the menu -> go full screen mode -> close the menu with your cursor
Let me know if that helps.