***Fish cave pseudo-spoiler***
What Alec said. You're on the right track with the fish cave, you just have to finish solving the puzzle. If you need a further hint: it involves singing, but not *just* singing.
***end spoiler***
As for the rest... don't sweat it too much. The game is very heavily exploration-based, so you aren't always going to have a completely clear idea of exactly where it is you're supposed to go. There are a few sort of general, overarching hints in the world, but these are generally not "HEY GO HERE NOW" type things, but just little bits of scenery and such that might lead you in a certain direction (there are some statues and stuff that will kind of lead you to a new location, etc.). If you really enjoy the game but this one aspect just happens to frustrate you too much, just look around here for hints. This section of the forum is full of similar topics. If you're too worried about spoilers to go poking around, I'm sure myself or anyone else could post some "directions" here if you need them.
But there isn't an exact order in which you have to do a lot of stuff, so it leaves it up to you how you want to go about some things. Mithalas can be done before or after you've explored the Kelp Forest, for instance, and there are many areas of the general Open Waters zone that can be left until after you've done other things, or you can just get right to exploring them entirely until you reach all blocked extremities that require further powers to bypass. A lot of it is just up to you, and some backtracking is always going to be involved (though there's some fast travel methods you'll unlock that will make this easier on you).
Taking the systematic approach probably works best for people who feel too directionless. Just make it your goal to explore as much as you can, and then when you find something, you'll very likely remember something else you explored that you can use your new ability or whatever to circumvent.
