Great game! Atmosphere is fantastic, the puzzles are great... it's obvious you put a lot of thought into this, like the part where you emerge onto a city rooftop and can only see the steps from one angle.
I think the game might be more suited to a linear experience where you sort of fake letting the player wander around, as opposed to what it is now where there are the branching paths. It would make the game more mysterious and less confusing at the same time--I'm not sure how many red orbs I collected, but knowing that my goal was to collect nine of them made them feel kinda Macguffiny. I think if you used them as guideposts that give the player positive feedback instead, the player would feel even MORE lost while simultaneously having a better idea of where to go... if that makes sense.
But awesome game.