I loved Hollow Knight except for the same issue. By the time I gain a new traversal skill, I have so many paths to explore that I can't remember them. Became all about meticulous backtracking, gave up.
Decided to give it another go. This time I found a map online, removed all icons and edited the image so it was just a simple outline with no spoilers. Printed it out. Marked it with notes and colour-coded symbols as I played. Made more progress, and exploration was way more fun.
Then I moved house and lost the map... I really love the game but just haven't gotten the desire to try again just yet. No idea how everyone does it with just those way-too-limited in game map markers
Well it's been a while, so either I still managed to get lost with that, or I completely missed that mechanic... Well, I think even if I were told what area I should be in, I'd still feel like I needed to check off the 3 new paths I can now go down of the 15 currently locked to me. If that makes sense. I miss my map...
You can just beat the crap out of everything with the wrench and the only consequence for death is... Moving 40 ft to a vitachamber. Bioshock is a great game but yeah you should just try to finish it, it's great.