If you start your adventure you will enter free exploration. You will experience "erotic visions" during these travels - which means you will watch and enjoy your random porn collection while stroking or edging freely as you like.
You also might find villages, where you can save your game (and spend the night), buy items at the shopkeeper or pray at the pilgrim shrine. Or you might find ritual chambers which allow you to start the ritual for your goddess if you built enough energy to that point. Every ritual chamber has different requirements and effects. So you should choose wisely which ritual chamber to use for your ritual. Items might be convenience items like teleportation stones to the nearest village or ritual chamber. But they also will allow you to customize your game to your liking for example raising the chance to get your prefered ending or skipping any chastity periods your goddess might put you in.