You aren't a moron and you aren't dumb. Shot in the dark here but perhaps the first person perspective of Prey has you anticipating a more linear experience like most first person view games.
You're supposed to feel a bit lost, that, in addition to ammo scarcity and other anti-player mechanics are designed to make you feel vulnerable and against the odds.
Yes, the station is huge. I've played through the game 5 times over and I still go "Oh yeah, this place!" because there are so many places to explore. Enjoy it like you would an immersing book. Keep checking your Objectives tab and follow the on-screen prompts to complete objectives. You can set the tracking icon for whatever mission you want and it'll show you where to go.
Remember, you're supposed to feel like you're struggling to survive. A hedge maze with 3 possible paths vs. one with 30 possible paths.. think of it like that.
You'll be going to and from all parts of the station the entire game, no need to restart in my opinion unless you somehow wasted all your ammo and resources and recycled all your gear lol.
I rarely check the map tab of the inventory menu if that helps.. just do objectives and explore / loot / stash items in your safe place in between each objective, following the prompts and story. Don't be afraid to try things like entering new areas or exploring new sections even if you aren't on an objective in that area. There are hidden treasures everywhere.. they want you to explore and experiment.
Give it a bit of time and it'll be well worth it.