True enough, though I find that part of Subnautica's charm. Repair your radio if you haven't already. Radio messages will give you some guidance in the form of new biomes to check out.

Another player here was sort of stuck and we have been PM'ing back and forth with tips and pointers, so feel free to do the same if you want.

At this stage I'd say just keep exploring. Find ways to increase your mobility and depth capability. Keep an eye out for brain coral, which I find awesome in the early game to help you explore deeper water, it replenishes your oxygen to extend your dives before you have a submersible.

At the start I prioritize these items

Scanner
Fins
Sea Glide
Knife
Repair Tool
High Capacity tanks

Swim around with your scanner out and scan everything.