I felt the same way. It took me a few times running back & forth - one person even helped me out initially to get to bank so I could change up all my hard earned copper pieces. Let me know what time you play maybe we can group up.
If you didn't see it yet:
http://wiki.project1999.com/Paineel
I have a tendency to just run in before looking at any maps.
Maybe the joy of being lost helps immersion,lol