You need to pay attention to your surroundings, read notes and make sure to loot bosses or else you could miss something. If you're really still stuck then here are some general pointers:

If you've explored the Crypt and read the Caretaker's note then you will know that to progress through the dungeon you will need keys to open the maze of doors. The first key is actually on the table behind the miniboss. Every other key is located within the Abyss however there are two more exceptions in the Legendary version - one is on the Caretaker himself and another is in the mouth of the Abyss itself on one of the platforms. If you have no idea how to traverse it then I would recommend the Become Ethereal shout or at the very least things to eat that can cause paralysis as this can save you from lethal fall damage. Once you've started falling in the Abyss there's only two ways to escape the loop - beating one of the dungeons or a well aimed Whirlwind Sprint before you start dropping again.

There is no right way to play through the levels, you can do them in whatever order you want. The only bit that is locked off is the final boss of the Crypt of Hearts who can only be fought after you have the correct combination of keys.

Every level is pretty self-explanatory, they mostly work like in normal Skyrim where there's enemy encounters, puzzles and exploration. You'll hopefully be able to figure them out and nothing should be too hard as long as you're well equipped. The only exception to this is the Hotel - you're basically playing detective and have to figure out who is behind the murders within the building so find what evidence you can and hopefully it will lead you to the guilty party.

A video guide is now available here.

If you're still struggling with something then feel free to post it in the comments, message me here or on Discord and I can try to help.