Just like moving to a new city IRL, it's always going to take a little while to learn the lay of the land and find your way around in a new MUD world. This is a completely normal process! And getting a bit lost while moving around the whole of the built environment is just a part of that, which will certainly get better with more time spent just looking around.
While there are plans to improve the functionality of the directions system in the future, it's never going to include more than a few of the most basic services needed to start out with. And Omrazir and the world as a whole are only going to get larger and more complex with time. Exploration within an expansive and immersive world is one of the core design principles of Song of Avaria -- because that is a thing I hugely enjoy myself, and my game design partner Pilgrim and I have built the kind of world that we ourselves enjoy playing in.
But since the first few days and weeks of getting around in a new world can definitely be tricky sometimes, these are my tips for finding your way in the world:
1) Refer to the game map posted in this thread! It's a really good map for figuring out where the main routes are and where they go, and also where some of the main points of interest are. You can even save your own copy of the map and mark it up for your own use. Courtesy of Pof Mathias, here's the link again for easy reference: https://i.postimg.cc/8kwzHNW8/Omrazir-Map-labelled.jpg
2) Read the room names. Every room has its own header which will tell you what street you're on and what neighborhood you're in. If you're at an intersection of major streets, a lot of the time the room name will tell you that too. This will keep you at least knowing where you are now, and reference to the map can show you how that relates to the city as a whole.
3) Use the in-game map. You can configure your map options with the CONFIG command. As the Map Setting section of the options says, you can toggle the map to show when you move, and to be different sizes. You can turn the map on with config map_view=on. You can make the map radius pretty big with something like config map_radius=20. You can of course also just look at the map any time by typing MAP. You can compare the in-game map to the city map from this thread, and use it to help figure out where you want to go. It's helpful especially if you've taken a wrong turn somewhere and need to see how to get back to a main street.
4) Read the room descriptions too. These will sometimes describe a little bit about where the street you're on is headed. And of course if there's a caravanserai or a mosque or a park or some other destination like that along the road, that will also usually be mentioned in the description.
5) Remember the Via Magna! The Via Magna is the most important thoroughfare in Omrazir, leading all the way from the Bazaar of the Nine Winds on the south side of the city to the Wharf District on the north side. There is one tricky part nearer to the docks where it zigzags a little, but mostly it runs up/south and down/north the whole way. Most of the main east-west streets intersect with the Via Magna at some point, and many important features like lodgings, food, the courier stall, shops, and the Midtown Mosque are right along this one street.
6) Go back to your logs. Every time you log in, your activity is automatically logged on your character page. This means that wherever you go in the city, it will be recorded in the log. If you can't remember how to get back to someplace where you know you've been before, a simple log search can help you see what route you took previously.
7) Ask another character! Not always, but quite often, you'll encounter other PCs on or near the Via Magna especially. Don't be afraid to ICly ask them how to find a particular place. The playerbase here tends to be quite friendly and helpful and will generally try to assist in some way (though of course, every PC has their own IC quirks, and may be more or less accommodating!). Being ICly new to Omrazir and trying to find your way around is a great way to meet other characters and find roleplay, and so far I've seen people be very willing to guide Tasenu and other new PCs around and give them directions to different places.
I hope some of these suggestions can help you acclimate to Avaria and settle in, with a little patience and persistence. But at the end of the day, not all games are a good fit for each person, or equally enjoyable for everyone, and it's up to each person to decide that for themselves.