This game looks quite hard to get into...is there any guide on how to get your bearings?
The wiki is pretty decent (see first post) but I'm not sure how up-to-date it is. Anyway, it's a sandbox game so you decide how you want to play it, really. There are no "bad ends" as such, although you can get yourself into sticky situations that can be hard to get out of (asylum, for instance). Save often but try not to save-scum; keep an eye on your "Trauma" and try to minimize it. Find a playstyle you like and stick to it - there are two main "routes" you can take depending on what you like: "Submissive" (accept your fate and try to please your assailants) or "Defiant" (put up a fight at every opportunity, kicking the shit out of them). They focus on different stats, abilities and items. The defiant route can be difficult in my opinion, and requires some knowledge of the game mechanics, items and transformations to make the most of it.
Many of the events and quests are unlocked by following the daily routine at the orphanage, with Robin, and by going to school etc. - keep an eye on your journal. Some of these are time-critical (i.e. involve tasks that need to be completed within a time limit such as the science competition). Most of the events that are not related to the primary game loop are not time sensitive as far as I know, and can be explored at your leisure. Do explore a lot; you'll find events and things to do pretty much everywhere and new stuff gets added all the time. Make a habit of checking your journal daily (at least) to make sure you haven't missed anything. If you want to try going off the deep end and end up in one of the "soft bad ends" like the asylum, make sure you don't have any upcoming timed events in your journal first as they will fail if you don't get out of it in time.
Other than that, just explore and try stuff. Save often; you also have an auto-save at the start of every day if you screw up really bad.There is no way to "lose" so you'll be fine. Also, I like to keep multiple characters/saves to try different play-styles. The game can change a lot depending on how you decide to approach it. Good luck!