Obviously spoilers ahead. 

• Your first objective is to escape tunnel. Do not forget to loot chests and corpses, also be sure to get comfortable with combat in tutorial before proceeding. Continue right to exit.
• Losing or surrendering to soldiers will result in rape(you won't lose and game will continue). 
• Saving Ann after escaping from tunnel will prevent seeing her scene(event with a goblin on top of it). If you want to see her scene ignore her for now and come back after buying pass from Alcock later. Do not help her ever if you want to see her second scene, which will be triggered by a bounty 3 days after you entered Grimshear(trigger is buying the pass)(wait for 'New bounty added' notification).
• After you escape from tunnel, you should go to the church. Follow Evenon, use signposts and go to the church. In church there will be a dialogue with Evenon, talk with him and ask about his plan. Get new outfit from chest, also wisp scroll and talk to him again, he'll teach you how to summon a Wisp. 
• You can help Alicia on the way, she's located at the main road above church area and right of the first forest area(interact with signposts for help). If you choose to help her but then lose the fight, rape scene will be triggered(you won't lose the game.) 
• To enter village, you'll 50 crowns. You can also offer your body in NSFW version. If you have 20 crowns, you can help Alicia and get 50 crowns in total or you can help Dianna and earn 50 crowns, the needed amount to buy pass to enter Grimshear. 
• If you rescued Ann from goblins, she'll offer her body instead for your sake(or maybe she just wanted it anyway??). But this also means you missed her scene with goblins and her bounty route. 
• If you don't have 50 crowns, you should talk to Dianna and offer your help. After you activate her quest line, dying at mine area(outside of Lamrock) will trigger rape scene and you'll be rescued after that. (edited)
• Enter Grimshear, talk to Gobush, complete his request if you want. You can also complete available bounty. Congrats, you completed the main quest for now.(v0.5.5.21). 
• (New in 0.5.5.3): If you didn't resuce Ann before entering Grimshear, her husband, Gawath will put up a bounty in 3 days(you can sleep to fast forward time). Take the bounty and go to Lamrock Cave. At the far right side of the cave, you'll find Ann, in need of help. Resuce her then get back to village. You'll complete her quest, Ann and Gawath can be found at the tavern afterwards. 
• (New in 0.5.6.0): If you have good relationship with Dianna, you can help her to find her sword Shina. To trigger the quest, go to Dianna and ask if she has any quests available for you. After completing her request, you can access her scenes by sleeping in her bed. 

OPEN WORLD SEX SCENES 

1.  You can sell your body in Grimshear and Snoring Cherry(tavern) for money. 
2. You'll be raped by bandits if you lose at Outskirst of Grimshear, the first area you go after leaving tunnel. Be careful though, if you lose close to Lamrock, you we'll be raped by goblins instead. 
3.  You'll either be raped by goblins, or by a hobgoblin when you lose inside Lamrock.