Pathing you just kinda figure out as you go. Some places feel harder so you'll go and explore something else. You'll eventually be lead to where the game wants you to end up.
Co-op/pvp is a bit of a mess. See a sign on the ground. Cooler depicts their goal. Need to be within a certain level range, but they will always dissappear after a set goal.
Additionally, you can set a password to play with a friend easier.