I made a little Let's Play of the beginning of the game. :)
There are two visible pathaways - one at each side. The fact the the map of the marketplace is described as "doughnut-shaped" is also supposed to be a clue. You can see the left-hand one at 24;49 - you see the break in the thick black line at the bottom? You just didn't happen to put your mouse cursor down far enough for the description to come up!
Also, you can go to the map from anywhere by using the leaflet, you don't have to exit the location (of course you can if you want to!)