Sounds like your just starting too get use to Adventure Mode. Let me see if I can help you here.
In the case of your second issue you should learn to use cntl + direction buttons (course I'm using a mac so buttons can slightly vary but it should be simalar) to tell you charater to perform a unique command. In this case to climb out of the lake.
Third problem could be solved with memorization, course Travel mode should work if your not too deep inside.
Forth problem is mainly due to the AI's behavior sometimes, but also when you get the message that they are untroubled, it likely means that either A. they really have nothing going on there or B. you haven't kill enough things and make your charater strong enough to gain thier trust yet. It'll take time before you'll get a mission to do semimegabeast exterminating.
Finally this sounds like the adventure mode death glitch, to me this sounds like you got the 40d16 version(this is the one I have), but then again, I don't know how far this glitch really goes back, but basiclly the game drasticlly slows down upon your charater's death.
Basiclly there are two ways to solve this....
1. When you know your fixing to die, make sure that when you get the message that your struck down or dead or something like that you hit escape then. That should save you from facing the agony of the glitch.
Otherwise,
2. When you see the message press escape to finish, I would press escape and then press down a few times, then wait for about 5 -15 minutes. Because eventually the game should begin to move again but slowly. Then it should take you to the menu and go down the # of times you pressed. Once you know it stops move it to "finish game" and then enter. Simple as that.